+4,325.0%
HSY vs GPC
+2,341.8%
+1,983.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -3.3% | +1.2% | -4.5% | -3.7% |
| 30D | -2.8% | +6.0% | -8.8% | -4.6% |
| 3M | -4.5% | +42.6% | -47.1% | -15.1% |
| 6M | -24.2% | +22.8% | -47.0% | -29.5% |
| YTD | -2.7% | +15.5% | -18.2% | -8.4% |
| 1Y | -3.7% | +2.0% | -5.8% | -5.7% |
| 3Y | -11.5% | -1.4% | -10.0% | -14.6% |
| 5Y | +10.3% | +30.6% | -20.3% | -4.7% |
| 10Y | +122.1% | +80.6% | +41.5% | +62.7% |
| All | +4,325.0% | +2,341.8% | +1,983.2% | +1,122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling