+132.2%
DAL vs HSY
+121.4%
+10.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +0.1% | -3.3% | +3.4% | +1.1% |
| 30D | -13.9% | -2.8% | -11.1% | -13.3% |
| 3M | +1.1% | -4.5% | +5.6% | +2.2% |
| 6M | +26.2% | -24.2% | +50.5% | +36.5% |
| YTD | +16.4% | -2.7% | +19.2% | +16.1% |
| 1Y | +33.9% | -3.7% | +37.6% | +33.5% |
| 3Y | +93.4% | -11.5% | +104.8% | +95.3% |
| 5Y | +106.4% | +10.3% | +96.0% | +81.3% |
| All | +132.2% | +121.4% | +10.8% | +69.6% |
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