+692.8%
GOOGL vs HSY
+128.6%
+564.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | +3.9% | -2.1% | +6.0% | +4.3% |
| 30D | -14.9% | +6.1% | -21.0% | -16.0% |
| 3M | -14.6% | -5.6% | -8.9% | -13.7% |
| 6M | -26.4% | -9.5% | -16.9% | -25.2% |
| YTD | -5.3% | -2.1% | -3.2% | -6.0% |
| 1Y | +6.5% | +0.8% | +5.7% | +5.0% |
| 3Y | +126.0% | -2.1% | +128.2% | +119.7% |
| 5Y | +100.8% | +11.2% | +89.6% | +82.8% |
| All | +692.8% | +128.6% | +564.2% | +457.7% |
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 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