+124.4%
HSY vs DD
+97.1%
+27.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -2.1% | +5.0% | -7.1% | -2.9% |
| 30D | +6.1% | +19.7% | -13.6% | +2.8% |
| 3M | -5.6% | +7.2% | -12.8% | -6.9% |
| 6M | -9.5% | +1.0% | -10.6% | -10.1% |
| YTD | -2.1% | +29.1% | -31.2% | -7.1% |
| 1Y | +0.8% | +28.5% | -27.7% | -4.4% |
| 3Y | -2.1% | +89.4% | -91.6% | -14.8% |
| 5Y | +11.2% | +67.1% | -55.9% | -2.3% |
| All | +124.4% | +97.1% | +27.3% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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