+588.4%
HSY vs GNRC
+2,077.0%
-1,488.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.5% |
| 7D | -3.0% | +3.2% | -6.1% | -3.2% |
| 30D | -5.0% | -9.5% | +4.5% | -4.4% |
| 3M | -1.3% | -28.5% | +27.2% | +0.8% |
| 6M | -21.5% | -10.0% | -11.5% | -21.6% |
| YTD | -3.3% | +36.7% | -40.0% | -7.0% |
| 1Y | -5.5% | +2.6% | -8.1% | -7.1% |
| 3Y | -9.9% | +61.9% | -71.8% | -16.1% |
| 5Y | +11.3% | -59.0% | +70.4% | +15.0% |
| 10Y | +128.1% | +444.8% | -316.7% | +72.6% |
| All | +588.4% | +2,077.0% | -1,488.6% | +338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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