+763.1%
PM vs HSY
+667.0%
+96.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -4.9% | -3.3% | -1.6% | -3.5% |
| 30D | -3.4% | -2.8% | -0.6% | -2.2% |
| 3M | +5.2% | -4.5% | +9.7% | +7.0% |
| 6M | +3.7% | -24.2% | +27.9% | +16.0% |
| YTD | +15.8% | -2.7% | +18.5% | +16.3% |
| 1Y | +17.4% | -3.7% | +21.1% | +17.9% |
| 3Y | +116.9% | -11.5% | +128.4% | +120.0% |
| 5Y | +117.3% | +10.3% | +107.0% | +95.6% |
| 10Y | +193.8% | +122.1% | +71.6% | +92.3% |
| All | +763.1% | +667.0% | +96.1% | +210.2% |
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