-27.8%
DT vs HSY
+11.4%
-39.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -0.5% | -3.0% | +2.4% | -0.7% |
| 30D | +0.1% | -5.0% | +5.1% | -0.2% |
| 3M | +24.1% | -1.3% | +25.4% | +24.1% |
| 6M | +30.1% | -21.5% | +51.6% | +29.2% |
| YTD | +16.8% | -3.3% | +20.0% | +15.7% |
| 1Y | -0.1% | -5.5% | +5.4% | -0.9% |
| 3Y | +6.8% | -9.9% | +16.8% | +6.7% |
| All | -27.8% | +11.4% | -39.2% | -31.3% |
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