+126.5%
HSY vs GWRE
+131.0%
-4.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.1% | -13.2% | +13.3% | +1.1% |
| 30D | -5.2% | -18.6% | +13.4% | -4.1% |
| 3M | -3.4% | +18.9% | -22.3% | -5.0% |
| 6M | -19.2% | -11.0% | -8.2% | -19.3% |
| YTD | -2.6% | -29.9% | +27.3% | -1.1% |
| 1Y | -3.8% | -44.3% | +40.6% | -0.3% |
| 3Y | -10.6% | +51.7% | -62.3% | -18.7% |
| 5Y | +12.3% | +15.4% | -3.1% | +5.9% |
| All | +126.5% | +131.0% | -4.5% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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