+867.9%
GLW vs HSY
+124.3%
+743.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +16.9% | -3.0% | +19.8% | +17.7% |
| 30D | +7.0% | -5.0% | +12.0% | +8.1% |
| 3M | -3.0% | -1.3% | -1.7% | -3.7% |
| 6M | +31.0% | -21.5% | +52.5% | +38.9% |
| YTD | +93.4% | -3.3% | +96.7% | +92.7% |
| 1Y | +134.7% | -5.5% | +140.2% | +134.8% |
| 3Y | +471.8% | -9.9% | +481.7% | +471.5% |
| 5Y | +394.5% | +11.3% | +383.1% | +338.2% |
| 10Y | +867.9% | +128.1% | +739.9% | +605.5% |
| All | +867.9% | +124.3% | +743.6% | +605.5% |
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