-21.1%
DECK vs HSY
-25.2%
+4.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.9% |
| 7D | -2.2% | -3.3% | +1.1% | -1.0% |
| 30D | -13.6% | -2.8% | -10.8% | -12.6% |
| 3M | -21.2% | -4.5% | -16.8% | -19.9% |
| 6M | -21.1% | -24.2% | +3.1% | -14.4% |
| All | -21.1% | -25.2% | +4.1% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling