+4,408.8%
HSY vs DD
+1,155.7%
+3,253.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +1.1% | +3.2% | -2.1% | +0.4% |
| 30D | +7.7% | +20.3% | -12.6% | +3.8% |
| 3M | -2.3% | +8.2% | -10.5% | -4.0% |
| 6M | -5.3% | +3.4% | -8.7% | -6.4% |
| YTD | -0.9% | +30.6% | -31.5% | -6.7% |
| 1Y | +5.2% | +30.6% | -25.4% | -1.0% |
| 3Y | +0.7% | +91.1% | -90.4% | -13.2% |
| 5Y | +12.2% | +68.6% | -56.4% | -2.6% |
| 10Y | +131.1% | +99.9% | +31.2% | +84.0% |
| All | +4,408.8% | +1,155.7% | +3,253.1% | +1,888.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling