+4,542.6%
GLW vs HSY
+4,402.6%
+139.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | +3.8% | -3.3% | +7.1% | +4.6% |
| 30D | -1.3% | -2.8% | +1.5% | -0.8% |
| 3M | -21.8% | -4.5% | -17.3% | -21.7% |
| 6M | +6.9% | -24.2% | +31.1% | +13.4% |
| YTD | +77.2% | -2.7% | +79.9% | +76.2% |
| 1Y | +123.2% | -3.7% | +127.0% | +122.0% |
| 3Y | +400.0% | -11.5% | +411.5% | +399.0% |
| 5Y | +342.8% | +10.3% | +332.5% | +312.3% |
| 10Y | +771.4% | +122.1% | +649.3% | +572.3% |
| All | +4,542.6% | +4,402.6% | +139.9% | +1,414.5% |
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 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