+122.8%
DAL vs HSY
+125.6%
-2.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +8.8% | +7.5% | +1.3% | +6.5% |
| 30D | +5.4% | +11.1% | -5.7% | +2.1% |
| 3M | -4.9% | -1.9% | -3.0% | -4.6% |
| 6M | +19.8% | -3.0% | +22.8% | +20.2% |
| YTD | +27.0% | 0.0% | +27.0% | +25.4% |
| 1Y | +52.5% | +9.4% | +43.0% | +46.3% |
| 3Y | +173.8% | +3.8% | +170.1% | +158.7% |
| 5Y | +104.5% | +15.2% | +89.4% | +76.4% |
| All | +122.8% | +125.6% | -2.8% | +55.2% |
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