+126.5%
HSY vs GFI
+1,093.3%
-966.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | -5.2% | +13.2% | -18.4% | -5.9% |
| 3M | -3.4% | +28.5% | -31.9% | -4.9% |
| 6M | -19.2% | -6.2% | -13.0% | -19.3% |
| YTD | -2.6% | +8.7% | -11.4% | -3.8% |
| 1Y | -3.8% | +24.8% | -28.6% | -6.0% |
| 3Y | -10.6% | +298.0% | -308.6% | -19.6% |
| 5Y | +12.3% | +546.0% | -533.7% | -4.0% |
| All | +126.5% | +1,093.3% | -966.8% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling