-38.7%
DOCS vs HSY
+19.3%
-58.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -0.8% | +7.5% | -8.3% | -0.5% |
| 30D | +17.4% | +11.1% | +6.3% | +18.0% |
| 3M | +57.4% | -1.9% | +59.3% | +57.2% |
| 6M | +26.5% | -3.0% | +29.5% | +26.2% |
| YTD | -26.6% | 0.0% | -26.6% | -26.9% |
| 1Y | -48.1% | +9.4% | -57.5% | -48.1% |
| 3Y | +52.6% | +3.8% | +48.9% | +51.5% |
| 5Y | -52.1% | +15.2% | -67.3% | -49.2% |
| All | -38.7% | +19.3% | -58.0% | -40.8% |
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