-15.5%
HSY vs GGLL
+328.4%
-343.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -1.6% | +1.9% | -3.4% | -1.5% |
| 30D | -4.2% | -9.7% | +5.5% | -4.3% |
| 3M | -0.7% | -18.0% | +17.3% | -0.9% |
| 6M | -21.8% | +15.3% | -37.0% | -21.4% |
| YTD | -2.7% | +2.2% | -4.9% | -2.3% |
| 1Y | -4.8% | +73.1% | -77.9% | -3.9% |
| 3Y | -9.4% | +242.7% | -252.1% | -10.1% |
| All | -15.5% | +328.4% | -343.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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