+392.2%
DAL vs HSY
+424.7%
-32.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +8.8% | +7.5% | +1.3% | +5.2% |
| 30D | +5.4% | +11.1% | -5.7% | +0.1% |
| 3M | -4.9% | -1.9% | -3.0% | -4.4% |
| 6M | +19.8% | -3.0% | +22.8% | +20.3% |
| YTD | +27.0% | 0.0% | +27.0% | +24.3% |
| 1Y | +52.5% | +9.4% | +43.0% | +42.7% |
| 3Y | +173.8% | +3.8% | +170.1% | +149.7% |
| 5Y | +104.5% | +15.2% | +89.4% | +68.9% |
| 10Y | +129.7% | +126.9% | +2.9% | +21.1% |
| All | +392.2% | +424.7% | -32.5% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling