+382.5%
GLW vs HSY
+13.1%
+369.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.6% |
| 7D | +14.0% | -1.6% | +15.6% | +14.0% |
| 30D | +0.4% | -4.2% | +4.6% | +0.4% |
| 3M | -11.3% | -0.7% | -10.6% | -11.6% |
| 6M | +35.1% | -21.8% | +56.9% | +38.6% |
| YTD | +90.5% | -2.7% | +93.2% | +91.7% |
| 1Y | +132.0% | -4.8% | +136.8% | +133.8% |
| 3Y | +463.3% | -9.4% | +472.7% | +474.6% |
| 5Y | +382.5% | +11.3% | +371.2% | +358.8% |
| All | +382.5% | +13.1% | +369.4% | +358.8% |
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