-0.9%
HSY vs DG
+24.7%
-25.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.1% | -3.0% | +4.1% | +1.5% |
| 30D | +7.7% | +8.6% | -0.9% | +6.5% |
| 3M | -2.3% | +15.0% | -17.3% | -4.1% |
| 6M | -5.3% | +32.7% | -38.0% | -8.6% |
| YTD | -0.9% | +5.5% | -6.4% | -2.1% |
| 1Y | +5.2% | +34.6% | -29.4% | +1.1% |
| All | -0.9% | +24.7% | -25.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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