+104.3%
DAL vs HSY
+128.6%
-24.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.1% | -2.1% | +1.1% | -0.5% |
| 30D | +12.8% | +6.1% | +6.7% | +10.8% |
| 3M | -5.3% | -5.6% | +0.4% | -3.9% |
| 6M | +22.4% | -9.5% | +31.9% | +25.4% |
| YTD | +25.6% | -2.1% | +27.7% | +24.8% |
| 1Y | +45.5% | +0.8% | +44.7% | +43.2% |
| 3Y | +161.0% | -2.1% | +163.1% | +152.1% |
| 5Y | +112.2% | +11.2% | +101.0% | +85.3% |
| All | +104.3% | +128.6% | -24.3% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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