+221.7%
PR vs HSY
+14.9%
+206.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | -16.4% | +7.5% | -23.9% | -16.5% |
| 30D | -1.9% | +11.1% | -13.0% | -2.3% |
| 3M | +8.0% | -1.9% | +9.9% | +8.1% |
| 6M | +4.1% | -3.0% | +7.1% | +4.3% |
| YTD | +58.7% | 0.0% | +58.7% | +58.3% |
| 1Y | +75.8% | +9.4% | +66.4% | +74.2% |
| 3Y | +73.2% | +3.8% | +69.4% | +70.5% |
| All | +221.7% | +14.9% | +206.9% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling