+122.9%
HSY vs DBX
+15.6%
+107.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.1% | -3.3% | +1.1% | -2.0% |
| 30D | +6.1% | -5.9% | +12.0% | +6.4% |
| 3M | -5.6% | -6.7% | +1.0% | -5.4% |
| 6M | -9.5% | +28.0% | -37.5% | -10.6% |
| YTD | -2.1% | +20.6% | -22.7% | -3.1% |
| 1Y | +0.8% | +10.3% | -9.5% | +0.2% |
| 3Y | -2.1% | +24.0% | -26.2% | -4.2% |
| 5Y | +11.2% | +24.2% | -13.0% | +8.1% |
| All | +122.9% | +15.6% | +107.2% | +101.0% |
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