-15.0%
HSY vs GGLL
+210.8%
-225.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.5% |
| 7D | -2.1% | +7.7% | -9.8% | -2.1% |
| 30D | +6.1% | -30.2% | +36.3% | +5.7% |
| 3M | -5.6% | -31.3% | +25.6% | -6.0% |
| 6M | -9.5% | -52.1% | +42.5% | -10.3% |
| YTD | -2.1% | -25.9% | +23.8% | -2.1% |
| 1Y | +0.8% | -8.5% | +9.2% | +1.1% |
| 3Y | -2.1% | +165.5% | -167.7% | -3.2% |
| All | -15.0% | +210.8% | -225.7% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling