+159.7%
GILD vs HSY
+128.6%
+31.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +5.8% | -5.2% | +11.0% | +7.1% |
| 3M | +14.9% | -3.4% | +18.3% | +15.7% |
| 6M | -0.4% | -19.2% | +18.8% | +4.5% |
| YTD | +18.5% | -2.6% | +21.2% | +18.8% |
| 1Y | +25.1% | -3.8% | +28.9% | +25.5% |
| 3Y | +105.9% | -10.6% | +116.5% | +108.1% |
| 5Y | +143.0% | +12.3% | +130.7% | +131.0% |
| All | +159.7% | +128.6% | +31.1% | +121.5% |
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