+272.5%
PM vs HSY
+128.6%
+143.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +0.5% | -2.1% | +2.7% | +1.5% |
| 30D | -3.2% | +6.1% | -9.3% | -5.9% |
| 3M | +6.2% | -5.6% | +11.9% | +8.5% |
| 6M | +7.7% | -9.5% | +17.2% | +11.6% |
| YTD | +27.3% | -2.1% | +29.4% | +27.1% |
| 1Y | +32.8% | +0.8% | +32.0% | +30.8% |
| 3Y | +150.0% | -2.1% | +152.1% | +141.0% |
| 5Y | +164.2% | +11.2% | +153.0% | +129.9% |
| All | +272.5% | +128.6% | +143.9% | +120.4% |
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