-15.5%
HSY vs GGLL
+328.7%
-344.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | -4.5% | -21.9% | +17.4% | -4.8% |
| 6M | -24.2% | +11.7% | -35.9% | -23.8% |
| YTD | -2.7% | +2.3% | -5.0% | -2.4% |
| 1Y | -3.7% | +76.2% | -79.9% | -2.8% |
| 3Y | -11.5% | +245.0% | -256.5% | -12.2% |
| All | -15.5% | +328.7% | -344.2% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling