+1,710.5%
GS vs HSY
+1,127.0%
+583.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.0% | -6.8% |
| 7D | -6.3% | +10.7% | -17.0% | -9.1% |
| 30D | -3.1% | +10.3% | -13.5% | -6.1% |
| 3M | -17.7% | -0.4% | -17.2% | -17.9% |
| 6M | -4.6% | -2.5% | -2.0% | -4.9% |
| YTD | +0.3% | -0.3% | +0.6% | -1.4% |
| 1Y | +11.7% | +7.6% | +4.1% | +7.1% |
| 3Y | +183.6% | +3.2% | +180.4% | +168.0% |
| 5Y | +141.0% | +14.7% | +126.2% | +116.9% |
| 10Y | +507.4% | +126.0% | +381.4% | +336.0% |
| All | +1,710.5% | +1,127.0% | +583.6% | +853.8% |
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