+128.1%
HSY vs DAR
+364.6%
-236.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -5.0% | +7.4% | -12.5% | -6.0% |
| 3M | -1.3% | +15.7% | -17.0% | -3.4% |
| 6M | -21.5% | +30.0% | -51.5% | -24.5% |
| YTD | -3.3% | +87.5% | -90.8% | -11.6% |
| 1Y | -5.5% | +113.4% | -118.9% | -15.3% |
| 3Y | -9.9% | +15.3% | -25.2% | -13.8% |
| 5Y | +11.3% | -4.3% | +15.7% | +6.5% |
| 10Y | +128.1% | +380.2% | -252.1% | +46.0% |
| All | +128.1% | +364.6% | -236.6% | +46.0% |
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