+44.1%
PL vs HSY
+23.3%
+20.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +5.6% | +3.8% | +1.8% | +5.8% |
| 30D | -16.9% | +6.9% | -23.8% | -16.8% |
| 3M | -38.2% | -4.1% | -34.2% | -38.1% |
| 6M | -63.4% | -5.0% | -58.5% | -63.3% |
| YTD | -27.6% | -2.3% | -25.4% | -27.5% |
| 1Y | +6.6% | +6.1% | +0.5% | +6.5% |
| 3Y | +557.6% | -0.7% | +558.3% | +556.2% |
| 5Y | +39.5% | +9.9% | +29.6% | +44.2% |
| All | +44.1% | +23.3% | +20.9% | +47.0% |
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