+231.1%
GM vs HSY
+128.6%
+102.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -1.1% | -5.2% | +4.1% | +0.4% |
| 3M | +6.1% | -3.4% | +9.5% | +6.9% |
| 6M | +15.0% | -19.2% | +34.2% | +22.0% |
| YTD | +6.0% | -2.6% | +8.6% | +5.3% |
| 1Y | +47.1% | -3.8% | +50.9% | +46.3% |
| 3Y | +170.5% | -10.6% | +181.1% | +171.0% |
| 5Y | +80.5% | +12.3% | +68.2% | +59.4% |
| All | +231.1% | +128.6% | +102.5% | +160.8% |
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 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