+185.7%
GS vs HSY
+10.4%
+175.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +0.9% | -3.3% | +4.2% | +1.1% |
| 30D | -1.6% | -2.8% | +1.2% | -1.5% |
| 3M | -4.5% | -4.5% | 0.0% | -4.3% |
| 6M | +20.9% | -24.2% | +45.1% | +23.4% |
| YTD | +19.9% | -2.7% | +22.6% | +19.4% |
| 1Y | +41.4% | -3.7% | +45.2% | +40.8% |
| 3Y | +239.2% | -11.5% | +250.6% | +242.2% |
| All | +185.7% | +10.4% | +175.4% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling