+2,164.3%
PPL vs HSY
+4,513.9%
-2,349.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | +1.0% | +10.7% | -9.7% | -2.1% |
| 30D | +6.8% | +10.3% | -3.5% | +3.6% |
| 3M | +3.9% | -0.4% | +4.3% | +3.7% |
| 6M | -2.0% | -2.5% | +0.5% | -1.8% |
| YTD | +5.3% | -0.3% | +5.6% | +4.3% |
| 1Y | +2.2% | +7.6% | -5.4% | -1.2% |
| 3Y | +56.7% | +3.2% | +53.5% | +50.6% |
| 5Y | +49.1% | +14.7% | +34.3% | +38.1% |
| 10Y | +63.6% | +126.0% | -62.4% | +24.8% |
| All | +2,164.3% | +4,513.9% | -2,349.7% | +832.1% |
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