+164.9%
GD vs HSY
+127.3%
+37.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.5% |
| 7D | +1.9% | -2.3% | +4.2% | +2.7% |
| 30D | +9.2% | +6.3% | +2.9% | +6.6% |
| 3M | -7.5% | -5.2% | -2.3% | -6.1% |
| 6M | +5.8% | -8.3% | +14.1% | +8.2% |
| YTD | +9.8% | -2.7% | +12.4% | +9.1% |
| 1Y | +5.8% | +0.1% | +5.6% | +4.0% |
| 3Y | +58.0% | -1.0% | +59.1% | +51.6% |
| 5Y | +100.4% | +10.6% | +89.8% | +80.8% |
| All | +164.9% | +127.3% | +37.6% | +94.1% |
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 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