+356.1%
GLW vs HSY
0.0%
+356.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.6% | +11.8% | +8.9% |
| 7D | -5.9% | +1.3% | -7.2% | -5.6% |
| 30D | -26.0% | +6.6% | -32.6% | -25.3% |
| 3M | -29.9% | -4.1% | -25.8% | -29.8% |
| 6M | -37.8% | -5.2% | -32.5% | -37.4% |
| YTD | +33.1% | -2.5% | +35.7% | +35.5% |
| 1Y | +36.8% | +4.7% | +32.1% | +39.2% |
| 3Y | +356.1% | +0.6% | +355.5% | +364.0% |
| All | +356.1% | 0.0% | +356.1% | +364.0% |
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 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