+126.5%
HSY vs GFI
+1,066.8%
-940.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.1% | -4.9% | +5.0% | +0.4% |
| 30D | -5.2% | +10.7% | -15.9% | -5.8% |
| 3M | -3.4% | +25.6% | -29.0% | -4.8% |
| 6M | -19.2% | -8.3% | -10.9% | -19.2% |
| YTD | -2.6% | +6.3% | -8.9% | -3.7% |
| 1Y | -3.8% | +22.1% | -25.9% | -5.9% |
| 3Y | -10.6% | +289.2% | -299.8% | -19.5% |
| 5Y | +12.3% | +531.7% | -519.4% | -3.8% |
| All | +126.5% | +1,066.8% | -940.4% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling