+4,451.0%
HSY vs GPC
+2,071.6%
+2,379.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +7.5% | +1.6% | +6.0% | +7.0% |
| 30D | +11.1% | -2.1% | +13.1% | +11.8% |
| 3M | -1.9% | -6.8% | +4.9% | +0.2% |
| 6M | -3.0% | +18.6% | -21.6% | -8.7% |
| YTD | 0.0% | +2.7% | -2.6% | -2.3% |
| 1Y | +9.4% | +1.8% | +7.7% | +7.1% |
| 3Y | +3.8% | +1.1% | +2.7% | -0.6% |
| 5Y | +15.2% | +4.1% | +11.1% | +7.2% |
| 10Y | +126.9% | +88.2% | +38.6% | +63.2% |
| All | +4,451.0% | +2,071.6% | +2,379.4% | +1,203.5% |
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