+19.3%
PGR vs HSY
+10.7%
+8.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.4% |
| 7D | +4.1% | +6.6% | -2.5% | +2.3% |
| 30D | +10.4% | +8.4% | +2.1% | +8.1% |
| 3M | +11.4% | -1.8% | +13.2% | +11.9% |
| 6M | +17.9% | -2.6% | +20.5% | +18.2% |
| YTD | +9.8% | -2.0% | +11.7% | +9.7% |
| 1Y | +19.3% | +8.3% | +10.9% | +15.9% |
| All | +19.3% | +10.7% | +8.6% | +15.9% |
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