+60.2%
PPL vs HSY
+125.6%
-65.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +0.4% | +7.5% | -7.1% | -2.6% |
| 30D | +5.4% | +11.1% | -5.6% | +0.7% |
| 3M | +4.3% | -1.9% | +6.2% | +4.8% |
| 6M | -1.3% | -3.0% | +1.6% | -0.9% |
| YTD | +4.7% | 0.0% | +4.6% | +2.8% |
| 1Y | +1.3% | +9.4% | -8.2% | -4.7% |
| 3Y | +57.2% | +3.8% | +53.5% | +46.2% |
| 5Y | +48.2% | +15.2% | +33.1% | +27.0% |
| All | +60.2% | +125.6% | -65.3% | -2.0% |
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