+164.6%
DOCN vs HSY
+27.1%
+137.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.7% |
| 7D | +1.1% | -3.3% | +4.4% | +0.7% |
| 30D | -9.6% | -2.8% | -6.8% | -9.9% |
| 3M | -37.7% | -4.5% | -33.2% | -37.8% |
| 6M | +115.2% | -24.2% | +139.4% | +113.4% |
| YTD | +133.7% | -2.7% | +136.5% | +132.7% |
| 1Y | +250.2% | -3.7% | +253.9% | +248.5% |
| 3Y | +320.3% | -11.5% | +331.8% | +317.7% |
| 5Y | +53.1% | +10.3% | +42.8% | +82.4% |
| All | +164.6% | +27.1% | +137.6% | +250.9% |
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