+126.5%
HSY vs GDDY
+207.2%
-80.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.8% |
| 7D | +0.1% | -3.2% | +3.3% | +0.4% |
| 30D | -5.2% | +6.8% | -12.0% | -6.0% |
| 3M | -3.4% | +30.5% | -33.9% | -6.6% |
| 6M | -19.2% | +13.3% | -32.5% | -21.0% |
| YTD | -2.6% | -21.0% | +18.3% | -0.9% |
| 1Y | -3.8% | -34.0% | +30.2% | +0.1% |
| 3Y | -10.6% | +33.1% | -43.7% | -16.9% |
| 5Y | +12.3% | +30.3% | -18.0% | +2.9% |
| All | +126.5% | +207.2% | -80.7% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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