+3,477.6%
DLR vs HSY
+495.5%
+2,982.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | +0.5% | +7.7% | -7.1% | -2.9% |
| 3M | -4.4% | -2.3% | -2.1% | -4.2% |
| 6M | -6.4% | -5.3% | -1.1% | -5.6% |
| YTD | +19.5% | -0.9% | +20.4% | +17.1% |
| 1Y | +10.5% | +5.2% | +5.3% | +5.3% |
| 3Y | +54.0% | +0.7% | +53.3% | +43.3% |
| 5Y | +39.7% | +12.2% | +27.5% | +21.1% |
| 10Y | +189.5% | +131.1% | +58.4% | +68.4% |
| All | +3,477.6% | +495.5% | +2,982.1% | +914.1% |
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