+19,851.2%
GD vs HSY
+4,402.6%
+15,448.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -5.3% | -3.3% | -2.0% | -4.4% |
| 30D | -6.4% | -2.8% | -3.6% | -5.7% |
| 3M | +5.7% | -4.5% | +10.2% | +6.8% |
| 6M | -0.9% | -24.2% | +23.3% | +6.6% |
| YTD | +8.2% | -2.7% | +10.9% | +8.2% |
| 1Y | +13.4% | -3.7% | +17.2% | +13.5% |
| 3Y | +68.5% | -11.5% | +80.0% | +69.8% |
| 5Y | +97.2% | +10.3% | +86.8% | +85.8% |
| 10Y | +190.2% | +122.1% | +68.1% | +124.1% |
| All | +19,851.2% | +4,402.6% | +15,448.6% | +8,556.6% |
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