+84.5%
PR vs HSY
+128.6%
-44.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.3% |
| 7D | +6.0% | -2.1% | +8.1% | +5.8% |
| 30D | -4.2% | +6.1% | -10.3% | -3.6% |
| 3M | +10.0% | -5.6% | +15.6% | +9.6% |
| 6M | +15.6% | -9.5% | +25.2% | +15.1% |
| YTD | +68.2% | -2.1% | +70.3% | +68.6% |
| 1Y | +79.2% | +0.8% | +78.4% | +80.1% |
| 3Y | +94.9% | -2.1% | +97.0% | +96.0% |
| 5Y | +272.8% | +11.2% | +261.5% | +288.2% |
| All | +84.5% | +128.6% | -44.1% | +143.2% |
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