+20,097.4%
GD vs HSY
+4,411.2%
+15,686.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.8% | +3.0% |
| 7D | -3.0% | +1.3% | -4.4% | -3.5% |
| 30D | +9.3% | +6.6% | +2.7% | +7.1% |
| 3M | -7.2% | -4.1% | -3.1% | -6.4% |
| 6M | +5.5% | -5.2% | +10.7% | +6.5% |
| YTD | +9.5% | -2.5% | +12.0% | +9.1% |
| 1Y | +6.4% | +4.7% | +1.7% | +3.8% |
| 3Y | +59.8% | +0.6% | +59.3% | +54.8% |
| 5Y | +98.0% | +11.7% | +86.3% | +85.6% |
| 10Y | +177.4% | +120.0% | +57.4% | +114.3% |
| All | +20,097.4% | +4,411.2% | +15,686.1% | +8,636.0% |
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