+458.9%
GS vs HSY
+131.3%
+327.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | -0.1% | +1.1% | -1.2% | -0.5% |
| 30D | +3.7% | +7.7% | -4.0% | +1.4% |
| 3M | -10.0% | -2.3% | -7.7% | -9.7% |
| 6M | -1.0% | -5.3% | +4.3% | -0.5% |
| YTD | +7.0% | -0.9% | +7.9% | +5.1% |
| 1Y | +16.6% | +5.2% | +11.4% | +12.3% |
| 3Y | +204.4% | +0.7% | +203.7% | +188.2% |
| 5Y | +160.0% | +12.2% | +147.8% | +126.9% |
| 10Y | +458.9% | +131.1% | +327.8% | +322.3% |
| All | +458.9% | +131.3% | +327.6% | +322.3% |
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