+877.2%
DECK vs HSY
+125.6%
+751.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | +5.8% | +7.5% | -1.8% | +3.3% |
| 30D | +7.9% | +11.1% | -3.2% | +4.1% |
| 3M | -11.4% | -1.9% | -9.5% | -10.9% |
| 6M | -16.6% | -3.0% | -13.6% | -16.0% |
| YTD | -16.4% | 0.0% | -16.4% | -17.1% |
| 1Y | +8.6% | +9.4% | -0.8% | +4.5% |
| 3Y | -15.1% | +3.8% | -18.9% | -19.3% |
| 5Y | +22.9% | +15.2% | +7.7% | +7.4% |
| All | +877.2% | +125.6% | +751.6% | +671.8% |
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