+121.6%
HSY vs DBX
+22.6%
+99.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | +0.1% | +2.1% | -2.0% | 0.0% |
| 30D | -5.2% | +5.7% | -10.9% | -5.4% |
| 3M | -3.4% | +31.8% | -35.2% | -4.6% |
| 6M | -19.2% | +37.5% | -56.7% | -20.4% |
| YTD | -2.6% | +27.9% | -30.6% | -3.8% |
| 1Y | -3.8% | +15.0% | -18.8% | -4.5% |
| 3Y | -10.6% | +27.2% | -37.8% | -12.5% |
| 5Y | +12.3% | +12.8% | -0.5% | +10.2% |
| All | +121.6% | +22.6% | +99.0% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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