+8.5%
PYPL vs HSY
+0.7%
+7.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +1.0% | +3.8% | -2.8% | +0.6% |
| 30D | +5.9% | +6.9% | -1.0% | +5.1% |
| 3M | -0.2% | -4.1% | +3.8% | 0.0% |
| 6M | +30.3% | -5.0% | +35.3% | +30.6% |
| YTD | +1.6% | -2.3% | +3.9% | +1.3% |
| 1Y | -10.3% | +6.1% | -16.4% | -11.3% |
| 3Y | +8.5% | -0.7% | +9.2% | +5.1% |
| All | +8.5% | +0.7% | +7.8% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling