-35.4%
GIS vs HSY
-9.9%
-25.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -8.6% | -3.0% | -5.6% | -7.4% |
| 30D | -0.5% | -5.0% | +4.6% | +1.9% |
| 3M | +11.9% | -1.3% | +13.2% | +12.7% |
| 6M | -11.6% | -21.5% | +9.9% | -2.4% |
| YTD | -16.3% | -3.3% | -13.1% | -15.8% |
| 1Y | -21.8% | -5.5% | -16.3% | -20.6% |
| All | -35.4% | -9.9% | -25.5% | -33.6% |
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