-12.3%
GFS vs HSY
+10.1%
-22.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +4.9% |
| 7D | -3.1% | +1.3% | -4.4% | -3.1% |
| 30D | -16.0% | +6.6% | -22.6% | -16.2% |
| 3M | -24.7% | -4.1% | -20.6% | -24.5% |
| 6M | -45.1% | -5.2% | -39.9% | -45.0% |
| YTD | +16.5% | -2.5% | +19.0% | +16.3% |
| 1Y | +19.3% | +4.7% | +14.6% | +17.8% |
| 3Y | -20.0% | +0.6% | -20.5% | -21.1% |
| 5Y | -32.0% | +11.7% | -43.7% | -30.1% |
| All | -12.3% | +10.1% | -22.4% | -10.6% |
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 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