+230.7%
GM vs HSY
+441.2%
-210.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.2% |
| 7D | -1.1% | -3.0% | +1.8% | -0.2% |
| 30D | -4.6% | -5.0% | +0.5% | -3.1% |
| 3M | +0.2% | -1.3% | +1.5% | +0.3% |
| 6M | +12.6% | -21.5% | +34.1% | +21.2% |
| YTD | +3.7% | -3.3% | +7.0% | +3.3% |
| 1Y | +45.6% | -5.5% | +51.1% | +45.8% |
| 3Y | +162.0% | -9.9% | +171.9% | +160.8% |
| 5Y | +80.5% | +11.3% | +69.1% | +61.1% |
| 10Y | +231.3% | +128.1% | +103.3% | +123.7% |
| All | +230.7% | +441.2% | -210.5% | +41.7% |
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