+124.4%
HSY vs GPC
+74.9%
+49.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.1% | +0.4% | -2.6% | -2.3% |
| 30D | +6.1% | -6.3% | +12.4% | +8.0% |
| 3M | -5.6% | -8.2% | +2.5% | -3.5% |
| 6M | -9.5% | +27.1% | -36.6% | -15.7% |
| YTD | -2.1% | +3.1% | -5.2% | -4.2% |
| 1Y | +0.8% | +0.1% | +0.7% | -0.6% |
| 3Y | -2.1% | +0.2% | -2.4% | -5.5% |
| 5Y | +11.2% | +4.9% | +6.4% | +4.1% |
| All | +124.4% | +74.9% | +49.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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