+127.8%
HSY vs GPC
+85.0%
+42.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +3.8% | +0.4% | +3.5% | +3.7% |
| 30D | +6.9% | -1.8% | +8.7% | +7.4% |
| 3M | -4.1% | -6.6% | +2.5% | -2.4% |
| 6M | -5.0% | +21.3% | -26.3% | -10.4% |
| YTD | -2.3% | +4.3% | -6.6% | -4.7% |
| 1Y | +6.1% | +3.3% | +2.8% | +3.7% |
| 3Y | -0.7% | +0.8% | -1.4% | -4.2% |
| 5Y | +9.9% | +7.4% | +2.5% | +2.1% |
| 10Y | +127.8% | +79.2% | +48.6% | +68.7% |
| All | +127.8% | +85.0% | +42.8% | +68.7% |
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