-99.9%
DFNS vs HSY
+13.1%
-113.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.8% | -1.6% | +2.3% | +0.5% |
| 30D | -73.2% | -4.2% | -69.0% | -73.4% |
| 3M | -72.4% | -0.7% | -71.7% | -72.5% |
| 6M | -95.2% | -21.8% | -73.4% | -95.8% |
| YTD | -98.0% | -2.7% | -95.3% | -98.0% |
| 1Y | -98.3% | -4.8% | -93.4% | -98.3% |
| 3Y | -99.9% | -9.4% | -90.5% | -99.9% |
| 5Y | -99.9% | +11.3% | -111.1% | -99.8% |
| All | -99.9% | +13.1% | -113.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling