+103.8%
DASH vs HSY
+0.7%
+103.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +3.8% | -6.6% | -2.6% |
| 30D | -9.3% | +6.9% | -16.2% | -8.8% |
| 3M | -15.1% | -4.1% | -11.0% | -15.6% |
| 6M | +8.7% | -5.0% | +13.7% | +7.9% |
| YTD | -21.3% | -2.3% | -19.0% | -21.4% |
| 1Y | -12.7% | +6.1% | -18.7% | -11.9% |
| 3Y | +103.8% | -0.7% | +104.5% | +104.3% |
| All | +103.8% | +0.7% | +103.1% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling