-38.0%
DOCS vs HSY
+16.3%
-54.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.0% |
| 7D | 0.0% | +1.3% | -1.3% | 0.0% |
| 30D | +7.8% | +6.6% | +1.2% | +8.1% |
| 3M | +20.0% | -4.1% | +24.1% | +19.7% |
| 6M | +26.5% | -5.2% | +31.8% | +26.1% |
| YTD | -25.8% | -2.5% | -23.2% | -26.2% |
| 1Y | -39.5% | +4.7% | -44.2% | -39.6% |
| 3Y | +60.3% | +0.6% | +59.8% | +59.0% |
| 5Y | -57.0% | +11.7% | -68.7% | -54.5% |
| All | -38.0% | +16.3% | -54.2% | -40.2% |
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