+126.5%
HSY vs GAP
+31.2%
+95.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.8% |
| 7D | +0.1% | -4.1% | +4.2% | +0.3% |
| 30D | -5.2% | +6.2% | -11.4% | -5.6% |
| 3M | -3.4% | -0.7% | -2.7% | -3.5% |
| 6M | -19.2% | -7.1% | -12.1% | -19.1% |
| YTD | -2.6% | -14.1% | +11.4% | -2.2% |
| 1Y | -3.8% | -8.5% | +4.7% | -3.9% |
| 3Y | -10.6% | +115.4% | -126.0% | -17.9% |
| 5Y | +12.3% | +9.8% | +2.5% | +6.7% |
| All | +126.5% | +31.2% | +95.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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