-35.9%
DOW vs HSY
+10.6%
-46.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -6.0% | -3.0% | -3.1% | -5.6% |
| 30D | -2.7% | -5.0% | +2.3% | -2.0% |
| 3M | -10.5% | -1.3% | -9.2% | -10.4% |
| 6M | -12.4% | -21.5% | +9.1% | -9.0% |
| YTD | +30.0% | -3.3% | +33.3% | +29.1% |
| 1Y | +27.8% | -5.5% | +33.3% | +27.3% |
| 3Y | -34.9% | -9.9% | -25.0% | -35.7% |
| 5Y | -35.9% | +11.3% | -47.2% | -40.4% |
| All | -35.9% | +10.6% | -46.5% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling