+43.3%
GSK vs HSY
+11.5%
+31.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.6% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | +7.8% | +7.7% | +0.2% | +5.7% |
| 3M | +0.3% | -2.3% | +2.6% | +0.7% |
| 6M | +3.4% | -5.3% | +8.7% | +4.4% |
| YTD | +5.9% | -0.9% | +6.8% | +5.7% |
| 1Y | +8.2% | +5.2% | +3.0% | +6.4% |
| 3Y | +65.3% | +0.7% | +64.5% | +61.9% |
| 5Y | +43.3% | +12.2% | +31.1% | +33.4% |
| All | +43.3% | +11.5% | +31.8% | +33.4% |
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 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