+64.4%
PPL vs HSY
+122.5%
-58.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.8% |
| 7D | -1.2% | +1.3% | -2.5% | -1.8% |
| 30D | +4.2% | +6.6% | -2.4% | +1.3% |
| 3M | +1.5% | -4.1% | +5.6% | +3.0% |
| 6M | +1.0% | -5.2% | +6.3% | +2.5% |
| YTD | +4.4% | -2.5% | +6.9% | +3.6% |
| 1Y | +0.8% | +4.7% | -4.0% | -3.4% |
| 3Y | +56.5% | +0.6% | +55.9% | +47.5% |
| 5Y | +47.7% | +11.7% | +36.0% | +28.3% |
| 10Y | +64.4% | +120.0% | -55.6% | +1.9% |
| All | +64.4% | +122.5% | -58.1% | +1.9% |
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 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