+128.1%
HSY vs GPC
+83.6%
+44.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -3.0% | -0.6% | -2.3% | -2.8% |
| 30D | -5.0% | +1.3% | -6.3% | -5.4% |
| 3M | -1.3% | +37.1% | -38.4% | -9.8% |
| 6M | -21.5% | +23.2% | -44.7% | -26.3% |
| YTD | -3.3% | +13.1% | -16.3% | -7.6% |
| 1Y | -5.5% | +0.9% | -6.4% | -6.8% |
| 3Y | -9.9% | -0.8% | -9.1% | -12.8% |
| 5Y | +11.3% | +31.1% | -19.8% | -2.5% |
| 10Y | +128.1% | +87.4% | +40.7% | +68.6% |
| All | +128.1% | +83.6% | +44.4% | +68.6% |
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