+4,325.0%
HSY vs DD
+961.9%
+3,363.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -3.3% | -3.5% | +0.2% | -2.7% |
| 30D | -2.8% | -10.3% | +7.5% | -0.9% |
| 3M | -4.5% | -7.5% | +3.1% | -3.3% |
| 6M | -24.2% | -8.0% | -16.2% | -23.4% |
| YTD | -2.7% | +10.5% | -13.2% | -5.3% |
| 1Y | -3.7% | +38.3% | -42.0% | -10.3% |
| 3Y | -11.5% | +42.5% | -54.0% | -19.3% |
| 5Y | +10.3% | +60.2% | -49.8% | -3.3% |
| 10Y | +122.1% | +68.9% | +53.3% | +82.9% |
| All | +4,325.0% | +961.9% | +3,363.1% | +1,918.6% |
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 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