+243.8%
GLW vs HSY
+12.9%
+230.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.6% | +11.8% | +9.1% |
| 7D | -5.9% | +1.3% | -7.2% | -5.8% |
| 30D | -26.0% | +6.6% | -32.6% | -25.9% |
| 3M | -29.9% | -4.1% | -25.8% | -29.7% |
| 6M | -37.8% | -5.2% | -32.5% | -37.6% |
| YTD | +33.1% | -2.5% | +35.7% | +34.2% |
| 1Y | +36.8% | +4.7% | +32.1% | +37.0% |
| 3Y | +356.1% | +0.6% | +355.5% | +355.6% |
| 5Y | +243.8% | +11.7% | +232.1% | +212.0% |
| All | +243.8% | +12.9% | +230.9% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling