+247.6%
DIA vs HSY
+128.6%
+119.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -2.0% | -5.2% | +3.1% | -0.5% |
| 3M | +3.6% | -3.4% | +7.0% | +4.4% |
| 6M | +11.5% | -19.2% | +30.7% | +18.5% |
| YTD | +10.4% | -2.6% | +13.0% | +9.7% |
| 1Y | +15.6% | -3.8% | +19.3% | +15.0% |
| 3Y | +58.9% | -10.6% | +69.5% | +59.6% |
| 5Y | +65.3% | +12.3% | +53.0% | +46.9% |
| All | +247.6% | +128.6% | +119.0% | +155.5% |
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