+39.7%
DLR vs HSY
+11.5%
+28.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -2.0% | +1.1% | -3.1% | -2.1% |
| 30D | +0.5% | +7.7% | -7.1% | -0.2% |
| 3M | -4.4% | -2.3% | -2.1% | -4.3% |
| 6M | -6.4% | -5.3% | -1.1% | -6.1% |
| YTD | +19.5% | -0.9% | +20.4% | +19.0% |
| 1Y | +10.5% | +5.2% | +5.3% | +9.2% |
| 3Y | +54.0% | +0.7% | +53.3% | +51.1% |
| 5Y | +39.7% | +12.2% | +27.5% | +29.2% |
| All | +39.7% | +11.5% | +28.3% | +29.2% |
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 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