+83.0%
PL vs HSY
+22.7%
+60.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -9.3% | -3.3% | -6.0% | -9.3% |
| 30D | -18.9% | -2.8% | -16.1% | -18.9% |
| 3M | -58.4% | -4.5% | -53.9% | -58.4% |
| 6M | -30.3% | -24.2% | -6.1% | -29.8% |
| YTD | -8.1% | -2.7% | -5.4% | -8.1% |
| 1Y | +180.5% | -3.7% | +184.2% | +180.6% |
| 3Y | +444.1% | -11.5% | +455.6% | +446.4% |
| 5Y | +83.0% | +10.3% | +72.7% | +89.0% |
| All | +83.0% | +22.7% | +60.3% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling