+7.2%
GEHC vs HSY
-18.2%
+25.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -11.6% | -5.2% | -6.4% | -10.7% |
| 3M | -0.8% | -3.4% | +2.6% | -0.3% |
| 6M | -11.9% | -19.2% | +7.3% | -9.0% |
| YTD | -21.9% | -2.6% | -19.3% | -22.0% |
| 1Y | -17.8% | -3.8% | -14.1% | -17.9% |
| 3Y | -3.5% | -10.6% | +7.1% | -3.8% |
| All | +7.2% | -18.2% | +25.4% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling