+1,704.0%
GS vs HSY
+1,131.5%
+572.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -3.2% | +7.5% | -10.7% | -5.3% |
| 30D | -2.4% | +11.1% | -13.5% | -5.6% |
| 3M | -15.7% | -1.9% | -13.8% | -15.6% |
| 6M | -6.8% | -3.0% | -3.8% | -7.0% |
| YTD | -0.1% | 0.0% | -0.1% | -1.9% |
| 1Y | +12.1% | +9.4% | +2.7% | +6.9% |
| 3Y | +185.8% | +3.8% | +182.0% | +169.6% |
| 5Y | +140.1% | +15.2% | +124.9% | +115.8% |
| 10Y | +505.2% | +126.9% | +378.4% | +334.0% |
| All | +1,704.0% | +1,131.5% | +572.6% | +849.4% |
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 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