-10.4%
DOW vs HSY
+89.1%
-99.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -2.9% | -1.6% | -1.4% | -2.4% |
| 30D | +2.0% | -4.2% | +6.2% | +3.4% |
| 3M | -12.5% | -0.7% | -11.8% | -12.7% |
| 6M | -9.2% | -21.8% | +12.6% | -1.9% |
| YTD | +30.8% | -2.7% | +33.4% | +29.3% |
| 1Y | +29.4% | -4.8% | +34.2% | +28.7% |
| 3Y | -34.6% | -9.4% | -25.2% | -34.9% |
| 5Y | -35.9% | +11.3% | -47.2% | -45.3% |
| All | -10.4% | +89.1% | -99.5% | -23.8% |
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 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