+388.8%
GH vs HSY
+105.8%
+283.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -4.7% | -5.2% | +0.5% | -4.2% |
| 3M | +20.2% | -3.4% | +23.6% | +20.4% |
| 6M | +78.8% | -19.2% | +98.0% | +82.5% |
| YTD | +54.1% | -2.6% | +56.7% | +53.3% |
| 1Y | +177.1% | -3.8% | +180.9% | +175.7% |
| 3Y | +371.6% | -10.6% | +382.2% | +372.7% |
| 5Y | +21.9% | +12.3% | +9.6% | +11.6% |
| All | +388.8% | +105.8% | +283.0% | +296.0% |
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