+76.7%
GSK vs HSY
+128.6%
-51.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -3.4% | -5.2% | +1.7% | -1.8% |
| 3M | -8.1% | -3.4% | -4.7% | -7.3% |
| 6M | -11.1% | -19.2% | +8.1% | -5.1% |
| YTD | +0.7% | -2.6% | +3.4% | +1.0% |
| 1Y | +20.1% | -3.8% | +23.9% | +20.5% |
| 3Y | +46.1% | -10.6% | +56.7% | +48.1% |
| 5Y | +48.2% | +12.3% | +35.9% | +34.9% |
| All | +76.7% | +128.6% | -51.9% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling