+478.5%
GS vs HSY
+122.5%
+356.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.2% | +5.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +1.2% | +6.6% | -5.4% | -0.7% |
| 3M | -12.4% | -4.1% | -8.3% | -11.8% |
| 6M | -2.3% | -5.2% | +2.9% | -1.9% |
| YTD | +4.6% | -2.5% | +7.2% | +3.3% |
| 1Y | +17.5% | +4.7% | +12.8% | +13.2% |
| 3Y | +202.0% | +0.6% | +201.5% | +185.5% |
| 5Y | +152.4% | +11.7% | +140.7% | +120.2% |
| 10Y | +478.5% | +120.0% | +358.6% | +349.0% |
| All | +478.5% | +122.5% | +356.0% | +349.0% |
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