+4,353.6%
HSY vs GAP
+2,131.7%
+2,222.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -2.1% | -1.9% | -0.2% | -2.0% |
| 30D | +6.1% | -7.1% | +13.2% | +6.8% |
| 3M | -5.6% | +4.1% | -9.7% | -6.3% |
| 6M | -9.5% | +1.9% | -11.5% | -10.2% |
| YTD | -2.1% | -15.2% | +13.1% | -1.5% |
| 1Y | +0.8% | -10.6% | +11.4% | +0.8% |
| 3Y | -2.1% | +74.6% | -76.7% | -11.9% |
| 5Y | +11.2% | +3.7% | +7.6% | +2.5% |
| 10Y | +128.3% | +2.4% | +125.9% | +92.8% |
| All | +4,353.6% | +2,131.7% | +2,222.0% | +1,670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling