+78.7%
PR vs HSY
+131.3%
-52.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +2.9% |
| 7D | -0.5% | +1.1% | -1.6% | -0.4% |
| 30D | -4.6% | +7.7% | -12.3% | -3.9% |
| 3M | +4.7% | -2.3% | +7.0% | +4.6% |
| 6M | +12.4% | -5.3% | +17.8% | +12.3% |
| YTD | +62.9% | -0.9% | +63.7% | +63.4% |
| 1Y | +70.6% | +5.2% | +65.3% | +72.0% |
| 3Y | +90.0% | +0.7% | +89.3% | +91.7% |
| 5Y | +255.5% | +12.2% | +243.3% | +270.3% |
| 10Y | +78.7% | +131.1% | -52.4% | +141.0% |
| All | +78.7% | +131.3% | -52.5% | +141.0% |
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