+65.0%
PPL vs HSY
+131.3%
-66.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | +3.0% | +7.7% | -4.7% | -0.3% |
| 3M | +1.1% | -2.3% | +3.4% | +1.8% |
| 6M | -0.8% | -5.3% | +4.5% | +0.7% |
| YTD | +3.5% | -0.9% | +4.3% | +1.9% |
| 1Y | -0.9% | +5.2% | -6.1% | -5.1% |
| 3Y | +54.2% | +0.7% | +53.5% | +45.6% |
| 5Y | +46.3% | +12.2% | +34.1% | +27.1% |
| 10Y | +65.0% | +131.1% | -66.1% | -0.7% |
| All | +65.0% | +131.3% | -66.2% | -0.7% |
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