+380.5%
PSX vs HSY
+127.1%
+253.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | +1.8% | -3.0% | +4.8% | +2.7% |
| 30D | +21.6% | -5.0% | +26.7% | +23.4% |
| 3M | +46.5% | -1.3% | +47.8% | +46.5% |
| 6M | +62.0% | -21.5% | +83.5% | +73.1% |
| YTD | +106.3% | -3.3% | +109.6% | +105.7% |
| 1Y | +103.0% | -5.5% | +108.5% | +103.0% |
| 3Y | +135.5% | -9.9% | +145.5% | +135.3% |
| 5Y | +368.5% | +11.3% | +357.2% | +311.9% |
| All | +380.5% | +127.1% | +253.4% | +260.3% |
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