+147.8%
PR vs HSY
+147.8%
0.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -4.7% |
| 7D | -16.5% | +10.7% | -27.2% | -15.8% |
| 30D | -4.5% | +10.3% | -14.9% | -3.7% |
| 3M | +8.5% | -0.4% | +9.0% | +8.7% |
| 6M | -3.3% | -2.5% | -0.8% | -3.2% |
| YTD | +55.7% | -0.3% | +56.0% | +56.3% |
| 1Y | +82.0% | +7.6% | +74.5% | +83.8% |
| 3Y | +62.5% | +3.2% | +59.3% | +64.2% |
| 5Y | +223.9% | +14.7% | +209.2% | +236.5% |
| 10Y | +64.2% | +126.0% | -61.8% | +91.1% |
| All | +147.8% | +147.8% | 0.0% | +184.0% |
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 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