+3,455.1%
DLR vs HSY
+488.2%
+2,966.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +3.3% | -2.1% | +5.5% | +4.1% |
| 30D | +4.6% | +6.1% | -1.5% | +1.6% |
| 3M | -8.3% | -5.6% | -2.6% | -6.8% |
| 6M | -5.6% | -9.5% | +3.9% | -2.9% |
| YTD | +18.7% | -2.1% | +20.8% | +16.9% |
| 1Y | +17.1% | +0.8% | +16.3% | +13.7% |
| 3Y | +54.4% | -2.1% | +56.5% | +45.5% |
| 5Y | +36.5% | +11.2% | +25.2% | +18.6% |
| 10Y | +187.7% | +128.3% | +59.4% | +68.2% |
| All | +3,455.1% | +488.2% | +2,966.9% | +912.5% |
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 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