+11.3%
HSY vs DG
-39.5%
+50.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -3.0% | -4.8% | +1.9% | -2.3% |
| 30D | -5.0% | +1.8% | -6.8% | -5.3% |
| 3M | -1.3% | +14.5% | -15.8% | -3.2% |
| 6M | -21.5% | -13.6% | -7.9% | -20.2% |
| YTD | -3.3% | -4.8% | +1.6% | -3.1% |
| 1Y | -5.5% | +21.6% | -27.1% | -8.7% |
| 3Y | -9.9% | +4.5% | -14.4% | -14.1% |
| 5Y | +11.3% | -38.5% | +49.8% | +17.1% |
| All | +11.3% | -39.5% | +50.9% | +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