+12.2%
HSY vs DD
+70.3%
-58.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 3M | -2.3% | +8.2% | -10.5% | -3.1% |
| 6M | -5.3% | +3.4% | -8.7% | -5.8% |
| YTD | -0.9% | +30.6% | -31.5% | -4.4% |
| 1Y | +5.2% | +30.6% | -25.4% | +1.5% |
| 3Y | +0.7% | +91.1% | -90.4% | -8.1% |
| 5Y | +12.2% | +68.6% | -56.4% | +1.7% |
| All | +12.2% | +70.3% | -58.1% | +1.7% |
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 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