+11.4%
HSY vs GAP
+2.1%
+9.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -2.1% | -1.9% | -0.2% | -2.1% |
| 30D | +6.1% | -7.1% | +13.2% | +6.3% |
| 3M | -5.6% | +4.1% | -9.7% | -5.8% |
| 6M | -9.5% | +1.9% | -11.5% | -9.7% |
| YTD | -2.1% | -15.2% | +13.1% | -1.9% |
| 1Y | +0.8% | -10.6% | +11.4% | +0.8% |
| 3Y | -2.1% | +74.6% | -76.7% | -4.4% |
| All | +11.4% | +2.1% | +9.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling