+93.8%
GD vs HSY
+14.9%
+79.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.0% | +7.5% | -12.5% | -6.7% |
| 30D | +8.9% | +11.1% | -2.1% | +6.1% |
| 3M | -8.0% | -1.9% | -6.1% | -7.8% |
| 6M | +2.9% | -3.0% | +5.9% | +3.2% |
| YTD | +7.1% | 0.0% | +7.0% | +6.0% |
| 1Y | +5.9% | +9.4% | -3.5% | +2.3% |
| 3Y | +53.9% | +3.8% | +50.1% | +47.0% |
| All | +93.8% | +14.9% | +79.0% | +63.4% |
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