+2,393.1%
PWR vs HSY
+130.0%
+2,263.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.6% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -7.7% | -3.4% | -4.3% | -7.2% |
| 3M | -4.9% | -0.5% | -4.4% | -5.4% |
| 6M | +9.7% | -19.1% | +28.9% | +14.4% |
| YTD | +46.7% | -2.1% | +48.8% | +45.6% |
| 1Y | +58.7% | -3.2% | +61.9% | +57.6% |
| 3Y | +200.7% | -8.8% | +209.5% | +198.4% |
| 5Y | +438.6% | +13.0% | +425.6% | +380.0% |
| All | +2,393.1% | +130.0% | +2,263.1% | +1,719.8% |
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