+851.5%
DE vs HSY
+128.6%
+722.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +9.0% | -5.2% | +14.2% | +10.8% |
| 3M | +19.1% | -3.4% | +22.5% | +19.9% |
| 6M | +14.4% | -19.2% | +33.6% | +21.7% |
| YTD | +45.9% | -2.6% | +48.6% | +45.4% |
| 1Y | +43.6% | -3.8% | +47.4% | +43.0% |
| 3Y | +75.9% | -10.6% | +86.5% | +76.9% |
| 5Y | +98.8% | +12.3% | +86.5% | +77.9% |
| All | +851.5% | +128.6% | +722.9% | +630.2% |
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