-15.4%
HSY vs GGLL
+195.8%
-211.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.6% |
| 7D | +1.3% | +6.3% | -5.0% | +1.4% |
| 30D | +6.6% | -35.1% | +41.7% | +6.1% |
| 3M | -4.1% | -37.7% | +33.6% | -4.6% |
| 6M | -5.2% | -54.1% | +48.9% | -6.1% |
| YTD | -2.5% | -29.4% | +26.9% | -2.6% |
| 1Y | +4.7% | -13.4% | +18.1% | +5.0% |
| 3Y | +0.6% | +158.3% | -157.8% | -0.7% |
| All | -15.4% | +195.8% | -211.2% | -14.5% |
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