+127.8%
HSY vs GME
+271.8%
-143.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.2% |
| 7D | -0.4% | +6.0% | -6.4% | -0.4% |
| 30D | -3.4% | +8.3% | -11.8% | -3.5% |
| 3M | -0.5% | -9.1% | +8.5% | -0.5% |
| 6M | -19.1% | -16.3% | -2.8% | -19.1% |
| YTD | -2.1% | +1.5% | -3.6% | -2.1% |
| 1Y | -3.2% | -16.3% | +13.1% | -3.2% |
| 3Y | -8.8% | +15.1% | -23.9% | -8.9% |
| 5Y | +13.0% | -57.2% | +70.1% | +12.9% |
| All | +127.8% | +271.8% | -143.9% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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