+37.1%
GFS vs HSY
-3.3%
+40.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.2% |
| 7D | +2.6% | -1.6% | +4.2% | +2.2% |
| 30D | -16.4% | -4.2% | -12.2% | -17.3% |
| 3M | -41.6% | -0.7% | -40.9% | -41.4% |
| 6M | -3.7% | -21.8% | +18.1% | -3.3% |
| YTD | +29.3% | -2.7% | +32.0% | +34.3% |
| 1Y | +37.1% | -4.8% | +41.9% | +44.1% |
| All | +37.1% | -3.3% | +40.4% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling