+65.2%
PR vs HSY
+125.6%
-60.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +2.0% |
| 7D | -16.4% | +7.5% | -23.9% | -15.8% |
| 30D | -1.9% | +11.1% | -13.0% | -1.0% |
| 3M | +8.0% | -1.9% | +9.9% | +8.0% |
| 6M | +4.1% | -3.0% | +7.1% | +4.2% |
| YTD | +58.7% | 0.0% | +58.7% | +59.4% |
| 1Y | +75.8% | +9.4% | +66.4% | +77.9% |
| 3Y | +73.2% | +3.8% | +69.4% | +75.2% |
| 5Y | +230.1% | +15.2% | +215.0% | +245.2% |
| All | +65.2% | +125.6% | -60.4% | +96.9% |
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