+91.1%
DASH vs HSY
-0.5%
+91.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -4.5% | -2.1% | -2.4% | -4.7% |
| 30D | -6.8% | +6.1% | -12.9% | -6.4% |
| 3M | -20.7% | -5.6% | -15.1% | -21.3% |
| 6M | +15.1% | -9.5% | +24.6% | +13.1% |
| YTD | -24.3% | -2.1% | -22.2% | -24.3% |
| 1Y | -12.1% | +0.8% | -12.9% | -11.9% |
| 3Y | +91.1% | -2.1% | +93.2% | +93.7% |
| All | +91.1% | -0.5% | +91.5% | +93.7% |
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