+126.0%
DUK vs HSY
+128.6%
-2.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.4% | -5.2% | +2.7% | -0.2% |
| 3M | -3.0% | -3.4% | +0.4% | -1.9% |
| 6M | -6.6% | -19.2% | +12.6% | +1.9% |
| YTD | +4.6% | -2.6% | +7.2% | +4.2% |
| 1Y | +1.2% | -3.8% | +5.0% | +0.9% |
| 3Y | +45.7% | -10.6% | +56.3% | +47.2% |
| 5Y | +40.3% | +12.3% | +28.0% | +22.3% |
| All | +126.0% | +128.6% | -2.6% | +45.8% |
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 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