+843.8%
PM vs HSY
+688.8%
+154.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -5.2% | +7.5% | -12.8% | -8.1% |
| 30D | +2.7% | +11.1% | -8.4% | -2.0% |
| 3M | +6.1% | -1.9% | +8.1% | +6.7% |
| 6M | +18.0% | -3.0% | +21.0% | +18.8% |
| YTD | +26.6% | 0.0% | +26.5% | +25.3% |
| 1Y | +36.7% | +9.4% | +27.2% | +30.1% |
| 3Y | +146.0% | +3.8% | +142.2% | +131.5% |
| 5Y | +164.1% | +15.2% | +148.9% | +132.7% |
| 10Y | +238.8% | +126.9% | +112.0% | +119.4% |
| All | +843.8% | +688.8% | +154.9% | +234.2% |
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