+51.4%
PYPL vs HSY
+153.8%
-102.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | +2.7% | -3.3% | +6.0% | +3.6% |
| 30D | -4.9% | -2.8% | -2.1% | -4.1% |
| 3M | +28.9% | -4.5% | +33.4% | +30.4% |
| 6M | +18.2% | -24.2% | +42.5% | +27.2% |
| YTD | -5.0% | -2.7% | -2.3% | -5.4% |
| 1Y | -18.8% | -3.7% | -15.1% | -19.1% |
| 3Y | -12.6% | -11.5% | -1.1% | -12.1% |
| 5Y | -80.8% | +10.3% | -91.1% | -82.6% |
| 10Y | +49.9% | +122.1% | -72.2% | +7.7% |
| All | +51.4% | +153.8% | -102.5% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling