+171.8%
DLR vs HSY
+130.0%
+41.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -2.9% | -3.4% | +0.6% | -1.9% |
| 3M | +3.2% | -0.5% | +3.7% | +3.0% |
| 6M | +3.9% | -19.1% | +23.0% | +10.3% |
| YTD | +21.4% | -2.1% | +23.5% | +20.5% |
| 1Y | +9.7% | -3.2% | +12.9% | +8.9% |
| 3Y | +56.5% | -8.8% | +65.3% | +55.4% |
| 5Y | +41.5% | +13.0% | +28.6% | +24.3% |
| All | +171.8% | +130.0% | +41.8% | +72.9% |
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