+376.3%
PSX vs HSY
+130.0%
+246.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | +15.8% | -3.4% | +19.3% | +16.9% |
| 3M | +43.0% | -0.5% | +43.5% | +42.7% |
| 6M | +61.1% | -19.1% | +80.2% | +70.6% |
| YTD | +104.5% | -2.1% | +106.6% | +103.1% |
| 1Y | +102.5% | -3.2% | +105.8% | +101.1% |
| 3Y | +133.5% | -8.8% | +142.3% | +132.4% |
| 5Y | +367.0% | +13.0% | +354.0% | +308.6% |
| All | +376.3% | +130.0% | +246.4% | +255.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling