+0.1%
DOW vs HSY
+90.2%
-90.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +5.2% | -2.1% | +7.4% | +6.0% |
| 30D | +13.2% | +6.1% | +7.1% | +10.7% |
| 3M | +10.1% | -5.6% | +15.7% | +11.9% |
| 6M | -13.1% | -9.5% | -3.5% | -10.8% |
| YTD | +46.1% | -2.1% | +48.2% | +43.8% |
| 1Y | +50.0% | +0.8% | +49.2% | +45.9% |
| 3Y | -20.2% | -2.1% | -18.1% | -23.5% |
| 5Y | -27.7% | +11.2% | -38.9% | -38.2% |
| All | +0.1% | +90.2% | -90.1% | -15.2% |
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