+816.6%
GLD vs HSY
+465.4%
+351.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.5% | -3.3% | +2.8% | -0.4% |
| 30D | +4.4% | -2.8% | +7.2% | +4.5% |
| 3M | -1.1% | -4.5% | +3.4% | -1.0% |
| 6M | -13.8% | -24.2% | +10.4% | -13.2% |
| YTD | +2.6% | -2.7% | +5.4% | +2.7% |
| 1Y | +24.5% | -3.7% | +28.3% | +24.6% |
| 3Y | +125.8% | -11.5% | +137.3% | +126.0% |
| 5Y | +137.8% | +10.3% | +127.5% | +136.5% |
| 10Y | +221.4% | +122.1% | +99.3% | +218.4% |
| All | +816.6% | +465.4% | +351.2% | +834.2% |
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