+8.5%
HSY vs GTLB
-49.8%
+58.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +1.3% |
| 7D | -0.4% | -4.1% | +3.7% | -0.5% |
| 30D | -3.4% | +12.3% | -15.8% | -3.2% |
| 3M | -0.5% | +65.9% | -66.4% | +0.5% |
| 6M | -19.1% | +104.0% | -123.1% | -17.9% |
| YTD | -2.1% | +26.0% | -28.1% | -1.2% |
| 1Y | -3.2% | -3.5% | +0.3% | -2.6% |
| 3Y | -8.8% | -9.6% | +0.8% | -8.1% |
| All | +8.5% | -49.8% | +58.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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