+787.7%
HSY vs GME
+1,082.6%
-294.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -3.3% | +7.2% | -10.5% | -3.4% |
| 30D | -2.8% | +0.8% | -3.6% | -2.8% |
| 3M | -4.5% | -14.0% | +9.5% | -4.3% |
| 6M | -24.2% | -19.7% | -4.5% | -24.0% |
| YTD | -2.7% | -4.6% | +1.8% | -2.8% |
| 1Y | -3.7% | -14.3% | +10.6% | -3.6% |
| 3Y | -11.5% | +4.0% | -15.5% | -13.8% |
| 5Y | +10.3% | -62.2% | +72.5% | +8.1% |
| 10Y | +122.1% | +241.4% | -119.2% | +61.5% |
| All | +787.7% | +1,082.6% | -294.9% | +465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling