+2,520.1%
GPN vs HSY
+999.6%
+1,520.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | -0.7% | -1.6% | +0.8% | -0.1% |
| 30D | +3.8% | -4.2% | +8.1% | +5.6% |
| 3M | +39.2% | -0.7% | +39.9% | +39.6% |
| 6M | +17.9% | -21.8% | +39.7% | +29.1% |
| YTD | +16.4% | -2.7% | +19.0% | +16.4% |
| 1Y | +3.6% | -4.8% | +8.4% | +4.3% |
| 3Y | -26.7% | -9.4% | -17.3% | -26.5% |
| 5Y | -44.8% | +11.3% | -56.1% | -49.8% |
| 10Y | +24.1% | +125.0% | -100.9% | -14.4% |
| All | +2,520.1% | +999.6% | +1,520.5% | +1,014.5% |
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