+121.6%
HSY vs DBX
+16.6%
+105.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | -1.6% | -1.3% | -0.2% | -1.5% |
| 30D | -4.2% | -2.9% | -1.4% | -4.1% |
| 3M | -0.7% | +23.8% | -24.6% | -1.7% |
| 6M | -21.8% | +26.2% | -48.0% | -22.7% |
| YTD | -2.7% | +21.6% | -24.3% | -3.6% |
| 1Y | -4.8% | +11.4% | -16.3% | -5.4% |
| 3Y | -9.4% | +21.3% | -30.6% | -11.1% |
| 5Y | +11.3% | +6.7% | +4.6% | +9.4% |
| All | +121.6% | +16.6% | +105.0% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling