+152.4%
DKNG vs HSY
+45.1%
+107.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -3.0% | -5.2% | +2.2% | -2.0% |
| 3M | -17.6% | -3.4% | -14.2% | -17.0% |
| 6M | -3.2% | -19.2% | +16.0% | +0.3% |
| YTD | -28.2% | -2.6% | -25.6% | -28.3% |
| 1Y | -46.1% | -3.8% | -42.3% | -46.1% |
| 3Y | -22.2% | -10.6% | -11.6% | -21.4% |
| 5Y | -60.4% | +12.3% | -72.7% | -65.1% |
| All | +152.4% | +45.1% | +107.4% | +101.6% |
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 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