-5.7%
PG vs HSY
-4.1%
-1.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | -5.2% | +6.0% | +2.3% |
| 3M | -1.3% | -3.4% | +2.1% | -0.6% |
| 6M | -3.8% | -19.2% | +15.4% | +0.7% |
| YTD | +3.6% | -2.6% | +6.3% | +5.4% |
| 1Y | -5.7% | -3.8% | -2.0% | -4.8% |
| All | -5.7% | -4.1% | -1.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling