+1,105.4%
DIA vs HSY
+981.5%
+123.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +1.6% | -2.3% | +3.9% | +2.3% |
| 30D | +1.2% | +6.3% | -5.0% | -0.9% |
| 3M | -2.4% | -5.2% | +2.8% | -1.1% |
| 6M | +5.7% | -8.3% | +14.0% | +7.7% |
| YTD | +9.9% | -2.7% | +12.6% | +9.3% |
| 1Y | +9.8% | +0.1% | +9.7% | +8.0% |
| 3Y | +59.8% | -1.0% | +60.8% | +53.9% |
| 5Y | +57.7% | +10.6% | +47.1% | +44.9% |
| 10Y | +235.8% | +127.0% | +108.8% | +141.0% |
| All | +1,105.4% | +981.5% | +123.9% | +431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling