+12.2%
HSY vs DG
-32.2%
+44.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | -2.3% | +15.0% | -17.3% | -4.4% |
| 6M | -5.3% | +32.7% | -38.0% | -9.2% |
| YTD | -0.9% | +5.5% | -6.4% | -2.2% |
| 1Y | +5.2% | +34.6% | -29.4% | +0.2% |
| 3Y | +0.7% | +24.2% | -23.5% | -6.4% |
| 5Y | +12.2% | -32.3% | +44.5% | +17.1% |
| All | +12.2% | -32.2% | +44.4% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling