+117.6%
DT vs HSY
+35.0%
+82.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -3.3% | -3.3% | 0.0% | -2.8% |
| 30D | +2.0% | -2.8% | +4.9% | +2.5% |
| 3M | +20.0% | -4.5% | +24.5% | +20.7% |
| 6M | +39.3% | -24.2% | +63.5% | +45.9% |
| YTD | +19.8% | -2.7% | +22.5% | +18.3% |
| 1Y | +4.3% | -3.7% | +8.0% | +3.0% |
| 3Y | +7.7% | -11.5% | +19.2% | +7.9% |
| 5Y | -26.8% | +10.3% | -37.2% | -35.6% |
| All | +117.6% | +35.0% | +82.6% | +76.8% |
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