+55.1%
PPL vs HSY
+121.4%
-66.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +2.7% | -3.3% | +6.0% | +4.1% |
| 30D | +0.5% | -2.8% | +3.3% | +1.6% |
| 3M | +0.7% | -4.5% | +5.1% | +2.2% |
| 6M | -7.6% | -24.2% | +16.6% | +3.2% |
| YTD | +1.8% | -2.7% | +4.6% | +1.4% |
| 1Y | -0.8% | -3.7% | +3.0% | -1.2% |
| 3Y | +56.9% | -11.5% | +68.3% | +59.1% |
| 5Y | +39.5% | +10.3% | +29.2% | +22.4% |
| All | +55.1% | +121.4% | -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