-3.2%
HSY vs GTLB
-1.8%
-1.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +1.4% |
| 7D | -0.4% | -4.1% | +3.7% | -0.7% |
| 30D | -3.4% | +12.3% | -15.8% | -2.5% |
| 3M | -0.5% | +65.9% | -66.4% | +3.9% |
| 6M | -19.1% | +104.0% | -123.1% | -12.3% |
| YTD | -2.1% | +26.0% | -28.1% | +0.9% |
| 1Y | -3.2% | -3.5% | +0.3% | -0.9% |
| All | -3.2% | -1.8% | -1.4% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling