+888.8%
DECK vs HSY
+124.8%
+764.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | +6.0% | +10.7% | -4.7% | +2.5% |
| 30D | +7.4% | +10.3% | -2.9% | +3.9% |
| 3M | -11.7% | -0.4% | -11.2% | -11.6% |
| 6M | -11.0% | -2.5% | -8.4% | -10.5% |
| YTD | -15.4% | -0.3% | -15.0% | -16.0% |
| 1Y | +7.2% | +7.6% | -0.3% | +3.7% |
| 3Y | -11.8% | +3.2% | -15.0% | -16.0% |
| 5Y | +24.3% | +14.7% | +9.6% | +8.9% |
| All | +888.8% | +124.8% | +764.0% | +682.0% |
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