+169.5%
PR vs HSY
+141.8%
+27.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.7% |
| 7D | +2.9% | -3.3% | +6.2% | +2.7% |
| 30D | +18.0% | -2.8% | +20.9% | +17.8% |
| 3M | +16.9% | -4.5% | +21.3% | +16.6% |
| 6M | +28.2% | -24.2% | +52.4% | +26.1% |
| YTD | +69.3% | -2.7% | +72.1% | +69.5% |
| 1Y | +69.5% | -3.7% | +73.2% | +69.6% |
| 3Y | +81.7% | -11.5% | +93.2% | +80.5% |
| 5Y | +422.2% | +10.3% | +411.9% | +439.6% |
| 10Y | +110.4% | +122.1% | -11.8% | +144.0% |
| All | +169.5% | +141.8% | +27.7% | +207.9% |
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 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