+45.2%
PL vs HSY
+22.9%
+22.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -2.6% | +17.1% | +14.3% |
| 7D | +10.9% | +1.3% | +9.6% | +11.0% |
| 30D | -16.4% | +6.6% | -23.0% | -16.2% |
| 3M | -39.9% | -4.1% | -35.8% | -39.8% |
| 6M | -63.2% | -5.2% | -57.9% | -63.1% |
| YTD | -27.1% | -2.5% | -24.6% | -27.0% |
| 1Y | +12.2% | +4.7% | +7.4% | +12.1% |
| 3Y | +584.3% | +0.6% | +583.7% | +581.8% |
| 5Y | +37.0% | +11.7% | +25.3% | +41.8% |
| All | +45.2% | +22.9% | +22.2% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling