+70.5%
DOCN vs HSY
+30.7%
+39.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.6% |
| 7D | -19.2% | +7.5% | -26.7% | -18.0% |
| 30D | -43.1% | +11.1% | -54.1% | -41.8% |
| 3M | -40.7% | -1.9% | -38.8% | -40.4% |
| 6M | -55.0% | -3.0% | -52.0% | -54.6% |
| YTD | +50.6% | 0.0% | +50.6% | +51.7% |
| 1Y | +54.0% | +9.4% | +44.5% | +54.9% |
| 3Y | +203.9% | +3.8% | +200.1% | +206.6% |
| 5Y | -29.4% | +15.2% | -44.5% | -13.5% |
| All | +70.5% | +30.7% | +39.8% | +128.7% |
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