+96.7%
GD vs HSY
+14.4%
+82.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -3.9% | +10.7% | -14.6% | -6.3% |
| 30D | +8.1% | +10.3% | -2.3% | +5.4% |
| 3M | -6.8% | -0.4% | -6.4% | -6.8% |
| 6M | +3.0% | -2.5% | +5.6% | +3.2% |
| YTD | +7.8% | -0.3% | +8.1% | +6.8% |
| 1Y | +5.8% | +7.6% | -1.8% | +2.6% |
| 3Y | +55.3% | +3.2% | +52.1% | +48.7% |
| 5Y | +96.7% | +14.7% | +81.9% | +67.3% |
| All | +96.7% | +14.4% | +82.3% | +67.3% |
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