+1,705.8%
GSK vs HSY
+4,402.6%
-2,696.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -1.8% | -3.3% | +1.5% | -0.9% |
| 30D | -2.2% | -2.8% | +0.6% | -1.4% |
| 3M | -1.8% | -4.5% | +2.7% | -0.7% |
| 6M | -10.6% | -24.2% | +13.6% | -3.5% |
| YTD | +4.4% | -2.7% | +7.2% | +4.7% |
| 1Y | +30.4% | -3.7% | +34.2% | +30.8% |
| 3Y | +60.1% | -11.5% | +71.5% | +62.1% |
| 5Y | +46.8% | +10.3% | +36.5% | +38.1% |
| 10Y | +79.2% | +122.1% | -42.9% | +36.3% |
| All | +1,705.8% | +4,402.6% | -2,696.8% | +393.1% |
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 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