+2,064.0%
GS vs HSY
+1,097.4%
+966.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.9% | -3.3% | +4.2% | +1.9% |
| 30D | -1.6% | -2.8% | +1.2% | -0.9% |
| 3M | -4.5% | -4.5% | 0.0% | -3.8% |
| 6M | +20.9% | -24.2% | +45.1% | +30.1% |
| YTD | +19.9% | -2.7% | +22.6% | +19.0% |
| 1Y | +41.4% | -3.7% | +45.2% | +40.3% |
| 3Y | +239.2% | -11.5% | +250.6% | +238.1% |
| 5Y | +185.0% | +10.3% | +174.7% | +160.2% |
| 10Y | +655.0% | +122.1% | +532.8% | +445.5% |
| All | +2,064.0% | +1,097.4% | +966.7% | +1,051.3% |
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 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