+391.2%
DDOG vs HSY
+33.8%
+357.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +5.6% | -2.3% | +8.0% | +5.7% |
| 30D | -34.9% | +6.3% | -41.2% | -35.2% |
| 3M | -23.4% | -5.2% | -18.2% | -23.1% |
| 6M | -7.7% | -8.3% | +0.6% | -7.2% |
| YTD | +35.6% | -2.7% | +38.3% | +33.5% |
| 1Y | -3.4% | +0.1% | -3.5% | -5.5% |
| 3Y | +78.0% | -1.0% | +79.0% | +70.6% |
| 5Y | -4.4% | +10.6% | -15.1% | -14.2% |
| All | +391.2% | +33.8% | +357.4% | +281.9% |
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