+211.8%
PM vs HSY
+124.3%
+87.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | -1.2% | -3.0% | +1.8% | +0.1% |
| 30D | -0.2% | -5.0% | +4.9% | +2.0% |
| 3M | +4.9% | -1.3% | +6.2% | +5.3% |
| 6M | +9.0% | -21.5% | +30.5% | +20.2% |
| YTD | +17.8% | -3.3% | +21.1% | +18.6% |
| 1Y | +16.8% | -5.5% | +22.3% | +18.2% |
| 3Y | +125.4% | -9.9% | +135.4% | +127.3% |
| 5Y | +128.7% | +11.3% | +117.3% | +99.3% |
| 10Y | +211.8% | +128.1% | +83.8% | +93.3% |
| All | +211.8% | +124.3% | +87.5% | +93.3% |
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 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