-30.1%
GFS vs HSY
+11.0%
-41.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +7.4% | -2.1% | +9.5% | +7.4% |
| 30D | -15.3% | +6.1% | -21.4% | -15.4% |
| 3M | -21.1% | -5.6% | -15.5% | -20.8% |
| 6M | -44.5% | -9.5% | -34.9% | -43.9% |
| YTD | +19.2% | -2.1% | +21.3% | +19.0% |
| 1Y | +27.2% | +0.8% | +26.5% | +26.4% |
| 3Y | -20.1% | -2.1% | -18.0% | -21.0% |
| All | -30.1% | +11.0% | -41.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling