+111.9%
DOCN vs HSY
+27.2%
+84.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.1% | +3.0% |
| 7D | +27.4% | -2.3% | +29.7% | +26.8% |
| 30D | -29.7% | +6.3% | -36.0% | -28.8% |
| 3M | -32.5% | -5.2% | -27.3% | -32.5% |
| 6M | -42.2% | -8.3% | -33.9% | -42.0% |
| YTD | +87.2% | -2.7% | +89.8% | +87.5% |
| 1Y | +86.2% | +0.1% | +86.1% | +86.5% |
| 3Y | +257.4% | -1.0% | +258.5% | +258.5% |
| 5Y | -27.4% | +10.6% | -38.0% | -12.2% |
| All | +111.9% | +27.2% | +84.7% | +182.7% |
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