+127.8%
HSY vs DD
+67.0%
+60.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | -3.4% | -11.5% | +8.1% | -1.5% |
| 3M | -0.5% | -5.4% | +4.9% | +0.3% |
| 6M | -19.1% | -6.9% | -12.2% | -18.6% |
| YTD | -2.1% | +6.9% | -8.9% | -4.0% |
| 1Y | -3.2% | +35.6% | -38.9% | -9.2% |
| 3Y | -8.8% | +42.5% | -51.3% | -16.4% |
| 5Y | +13.0% | +58.5% | -45.5% | -0.5% |
| All | +127.8% | +67.0% | +60.8% | +78.6% |
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