+19,778.3%
GD vs HSY
+4,513.9%
+15,264.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.8% |
| 7D | -3.9% | +10.7% | -14.6% | -6.7% |
| 30D | +8.1% | +10.3% | -2.3% | +4.9% |
| 3M | -6.8% | -0.4% | -6.4% | -6.9% |
| 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% | +2.5% |
| 3Y | +55.3% | +3.2% | +52.1% | +49.3% |
| 5Y | +96.7% | +14.7% | +81.9% | +83.0% |
| 10Y | +195.4% | +126.0% | +69.4% | +126.6% |
| All | +19,778.3% | +4,513.9% | +15,264.3% | +8,446.5% |
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