+199.0%
GS vs HSY
+0.7%
+198.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.5% |
| 7D | +1.6% | +3.8% | -2.3% | +1.7% |
| 30D | +1.7% | +6.9% | -5.2% | +2.0% |
| 3M | -11.6% | -4.1% | -7.5% | -11.7% |
| 6M | -1.9% | -5.0% | +3.1% | -1.9% |
| YTD | +5.1% | -2.3% | +7.3% | +4.9% |
| 1Y | +16.4% | +6.1% | +10.3% | +16.0% |
| 3Y | +199.0% | -0.7% | +199.6% | +197.4% |
| All | +199.0% | +0.7% | +198.3% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling