+301.0%
HSY vs GWRE
+736.4%
-435.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.4% |
| 7D | -0.4% | -30.9% | +30.5% | +2.0% |
| 30D | -3.4% | -20.7% | +17.3% | -2.1% |
| 3M | -0.5% | +20.2% | -20.7% | -2.2% |
| 6M | -19.1% | -11.9% | -7.3% | -19.2% |
| YTD | -2.1% | -30.3% | +28.2% | -0.5% |
| 1Y | -3.2% | -44.6% | +41.4% | +0.1% |
| 3Y | -8.8% | +48.8% | -57.6% | -15.4% |
| 5Y | +13.0% | +14.8% | -1.8% | +6.7% |
| 10Y | +130.9% | +128.1% | +2.8% | +99.6% |
| All | +301.0% | +736.4% | -435.3% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling