+49.7%
GSK vs HSY
+10.6%
+39.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -3.6% | -3.0% | -0.6% | -2.9% |
| 30D | -5.9% | -5.0% | -0.9% | -4.7% |
| 3M | -4.3% | -1.3% | -2.9% | -4.0% |
| 6M | -10.8% | -21.5% | +10.7% | -5.8% |
| YTD | +1.8% | -3.3% | +5.1% | +2.4% |
| 1Y | +23.5% | -5.5% | +29.0% | +24.6% |
| 3Y | +49.5% | -9.9% | +59.5% | +51.3% |
| 5Y | +49.7% | +11.3% | +38.3% | +44.1% |
| All | +49.7% | +10.6% | +39.1% | +44.1% |
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