+67.9%
PPL vs HSY
+128.6%
-60.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -0.4% | -2.1% | +1.8% | +0.5% |
| 30D | +2.6% | +6.1% | -3.5% | -0.1% |
| 3M | +0.8% | -5.6% | +6.4% | +2.9% |
| 6M | +1.4% | -9.5% | +11.0% | +5.0% |
| YTD | +4.3% | -2.1% | +6.4% | +3.3% |
| 1Y | +0.8% | +0.8% | 0.0% | -1.6% |
| 3Y | +57.9% | -2.1% | +60.0% | +51.3% |
| 5Y | +48.3% | +11.2% | +37.1% | +29.2% |
| All | +67.9% | +128.6% | -60.7% | +0.3% |
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