+2,090.1%
PPL vs HSY
+4,402.6%
-2,312.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +2.7% | -3.3% | +6.0% | +3.7% |
| 30D | +0.5% | -2.8% | +3.3% | +1.3% |
| 3M | +0.7% | -4.5% | +5.1% | +1.8% |
| 6M | -7.6% | -24.2% | +16.6% | 0.0% |
| YTD | +1.8% | -2.7% | +4.6% | +1.8% |
| 1Y | -0.8% | -3.7% | +3.0% | -0.8% |
| 3Y | +56.9% | -11.5% | +68.3% | +58.4% |
| 5Y | +39.5% | +10.3% | +29.2% | +31.0% |
| 10Y | +55.4% | +122.1% | -66.7% | +19.3% |
| All | +2,090.1% | +4,402.6% | -2,312.6% | +809.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling