-24.2%
HSY vs GGLL
+12.0%
-36.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.1% |
| 7D | -3.3% | -4.8% | +1.5% | -3.3% |
| 30D | -2.8% | -13.7% | +10.9% | -2.8% |
| 3M | -4.5% | -21.9% | +17.4% | -4.8% |
| 6M | -24.2% | +11.7% | -35.9% | -23.7% |
| All | -24.2% | +12.0% | -36.2% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling