+66.4%
DOCN vs HSY
+30.2%
+36.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.7% | -17.5% | -15.5% |
| 7D | -29.3% | +10.7% | -40.0% | -27.8% |
| 30D | -46.0% | +10.3% | -56.4% | -44.9% |
| 3M | -43.2% | -0.4% | -42.8% | -42.8% |
| 6M | -53.7% | -2.5% | -51.2% | -53.4% |
| YTD | +46.9% | -0.3% | +47.3% | +47.9% |
| 1Y | +54.3% | +7.6% | +46.7% | +55.2% |
| 3Y | +185.5% | +3.2% | +182.3% | +187.9% |
| 5Y | -31.1% | +14.7% | -45.8% | -15.6% |
| All | +66.4% | +30.2% | +36.1% | +122.9% |
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