-24.9%
GFS vs HSY
+3.5%
-28.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.2% |
| 7D | -7.8% | +7.5% | -15.4% | -7.5% |
| 30D | -19.7% | +11.1% | -30.7% | -19.4% |
| 3M | -23.1% | -1.9% | -21.2% | -22.8% |
| 6M | -46.4% | -3.0% | -43.4% | -46.1% |
| YTD | +11.0% | 0.0% | +11.0% | +11.3% |
| 1Y | +12.6% | +9.4% | +3.2% | +11.1% |
| 3Y | -24.9% | +3.8% | -28.7% | -26.6% |
| All | -24.9% | +3.5% | -28.5% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling