-0.9%
HSY vs DD
+91.0%
-92.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.1% | +3.2% | -2.1% | +0.8% |
| 30D | +7.7% | +20.3% | -12.6% | +5.7% |
| 3M | -2.3% | +8.2% | -10.5% | -3.1% |
| 6M | -5.3% | +3.4% | -8.7% | -5.7% |
| YTD | -0.9% | +30.6% | -31.5% | -4.5% |
| 1Y | +5.2% | +30.6% | -25.4% | +1.4% |
| All | -0.9% | +91.0% | -92.0% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling