+422.1%
PWR vs HSY
+9.9%
+412.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.5% |
| 7D | +19.1% | -2.3% | +21.4% | +18.8% |
| 30D | -12.0% | +6.3% | -18.3% | -11.5% |
| 3M | -10.6% | -5.2% | -5.4% | -10.5% |
| 6M | -20.8% | -8.3% | -12.5% | -20.5% |
| YTD | +43.7% | -2.7% | +46.4% | +44.6% |
| 1Y | +35.0% | +0.1% | +34.8% | +35.7% |
| 3Y | +249.4% | -1.0% | +250.5% | +247.8% |
| 5Y | +422.1% | +10.6% | +411.5% | +379.4% |
| All | +422.1% | +9.9% | +412.2% | +379.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling