-11.2%
HSY vs GME
+11.4%
-22.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.6% |
| 7D | -3.0% | +4.8% | -7.8% | -3.0% |
| 30D | -5.0% | +5.9% | -10.9% | -5.1% |
| 3M | -1.3% | -10.7% | +9.4% | -1.3% |
| 6M | -21.5% | -19.8% | -1.7% | -21.4% |
| YTD | -3.3% | -0.9% | -2.3% | -3.3% |
| 1Y | -5.5% | -15.7% | +10.2% | -5.5% |
| All | -11.2% | +11.4% | -22.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling