+131.1%
HSY vs DAR
+290.1%
-159.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.6% | +0.8% |
| 7D | +1.1% | +3.6% | -2.5% | +0.6% |
| 30D | +7.7% | -11.3% | +19.0% | +9.1% |
| 3M | -2.3% | -13.1% | +10.8% | -0.9% |
| 6M | -5.3% | -15.1% | +9.8% | -3.9% |
| YTD | -0.9% | +50.5% | -51.4% | -7.0% |
| 1Y | +5.2% | +57.9% | -52.7% | -2.0% |
| 3Y | +0.7% | +28.9% | -28.2% | -5.8% |
| 5Y | +12.2% | -31.4% | +43.6% | +12.8% |
| 10Y | +131.1% | +301.0% | -169.9% | +52.6% |
| All | +131.1% | +290.1% | -159.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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