+125.1%
PM vs HSY
+13.1%
+111.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | -2.6% | -4.2% | +1.7% | -1.4% |
| 3M | +5.8% | -0.7% | +6.5% | +5.9% |
| 6M | +10.6% | -21.8% | +32.3% | +17.2% |
| YTD | +17.2% | -2.7% | +19.8% | +17.9% |
| 1Y | +17.6% | -4.8% | +22.5% | +18.7% |
| 3Y | +124.3% | -9.4% | +133.6% | +126.5% |
| 5Y | +125.1% | +11.3% | +113.8% | +95.9% |
| All | +125.1% | +13.1% | +111.9% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling