+260.9%
PM vs HSY
+131.3%
+129.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | -7.1% | +1.1% | -8.2% | -7.5% |
| 30D | -2.8% | +7.7% | -10.5% | -6.0% |
| 3M | +6.3% | -2.3% | +8.6% | +7.1% |
| 6M | +9.6% | -5.3% | +15.0% | +11.5% |
| YTD | +25.6% | -0.9% | +26.5% | +24.8% |
| 1Y | +29.7% | +5.2% | +24.4% | +25.4% |
| 3Y | +147.6% | +0.7% | +146.8% | +135.3% |
| 5Y | +160.1% | +12.2% | +147.9% | +125.8% |
| 10Y | +260.9% | +131.1% | +129.8% | +117.6% |
| All | +260.9% | +131.3% | +129.6% | +117.6% |
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