+127.1%
HSY vs GDDY
+390.3%
-263.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -3.4% | +30.5% | -33.9% | -6.2% |
| 6M | -19.2% | +13.3% | -32.5% | -20.7% |
| YTD | -2.6% | -21.0% | +18.3% | -1.2% |
| 1Y | -3.8% | -34.0% | +30.2% | -0.5% |
| 3Y | -10.6% | +33.1% | -43.7% | -15.7% |
| 5Y | +12.3% | +30.3% | -18.0% | +4.8% |
| 10Y | +129.6% | +205.5% | -76.0% | +93.4% |
| All | +127.1% | +390.3% | -263.2% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling