-99.6%
DFNS vs HSY
+10.7%
-110.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.2% | -22.5% | -21.7% |
| 7D | -27.7% | +6.6% | -34.2% | -32.4% |
| 30D | -58.0% | +8.4% | -66.3% | -61.3% |
| 3M | -94.0% | -1.8% | -92.2% | -94.1% |
| 6M | -94.6% | -2.6% | -92.0% | -94.5% |
| YTD | -99.4% | -2.0% | -97.5% | -99.5% |
| 1Y | -99.6% | +8.3% | -108.0% | -99.6% |
| All | -99.6% | +10.7% | -110.3% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling