+11.3%
HSY vs DD
+59.3%
-48.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | -3.0% | -3.8% | +0.8% | -2.6% |
| 30D | -5.0% | -9.2% | +4.2% | -4.1% |
| 3M | -1.3% | -9.0% | +7.7% | -0.4% |
| 6M | -21.5% | -5.0% | -16.5% | -21.4% |
| YTD | -3.3% | +7.4% | -10.7% | -4.7% |
| 1Y | -5.5% | +35.1% | -40.6% | -9.5% |
| 3Y | -9.9% | +43.2% | -53.1% | -15.2% |
| 5Y | +11.3% | +59.6% | -48.3% | +0.9% |
| All | +11.3% | +59.3% | -48.0% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling