+5.9%
GD vs HSY
+8.8%
-2.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.0% | +7.5% | -12.5% | -6.1% |
| 30D | +8.9% | +11.1% | -2.1% | +7.0% |
| 3M | -8.0% | -1.9% | -6.1% | -7.7% |
| 6M | +2.9% | -3.0% | +5.9% | +3.0% |
| YTD | +7.1% | 0.0% | +7.0% | +6.8% |
| 1Y | +5.9% | +9.4% | -3.5% | +3.7% |
| All | +5.9% | +8.8% | -2.8% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling