-2.4%
GFS vs HSY
+9.8%
-12.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +1.0% | -3.3% | +4.3% | +1.2% |
| 30D | -8.6% | -2.8% | -5.8% | -8.5% |
| 3M | -46.5% | -4.5% | -42.1% | -46.5% |
| 6M | -4.8% | -24.2% | +19.4% | -1.6% |
| YTD | +29.7% | -2.7% | +32.4% | +29.4% |
| 1Y | +35.8% | -3.7% | +39.6% | +35.6% |
| 3Y | -18.3% | -11.5% | -6.9% | -18.0% |
| All | -2.4% | +9.8% | -12.3% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling