+4,325.0%
HSY vs GAP
+2,258.2%
+2,066.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -3.3% | -4.5% | +1.2% | -2.9% |
| 30D | -2.8% | +9.0% | -11.9% | -3.8% |
| 3M | -4.5% | +5.0% | -9.5% | -5.1% |
| 6M | -24.2% | -17.8% | -6.4% | -23.3% |
| YTD | -2.7% | -10.4% | +7.7% | -2.5% |
| 1Y | -3.7% | -3.4% | -0.4% | -4.4% |
| 3Y | -11.5% | +111.5% | -122.9% | -21.9% |
| 5Y | +10.3% | +8.8% | +1.5% | +1.1% |
| 10Y | +122.1% | +32.9% | +89.2% | +81.9% |
| All | +4,325.0% | +2,258.2% | +2,066.8% | +1,652.4% |
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