+582.9%
HSY vs DG
+606.1%
-23.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -3.3% | +8.4% | -11.7% | -4.6% |
| 30D | -2.8% | +4.9% | -7.8% | -3.7% |
| 3M | -4.5% | +29.3% | -33.8% | -8.6% |
| 6M | -24.2% | -11.3% | -13.0% | -23.0% |
| YTD | -2.7% | +1.8% | -4.5% | -3.6% |
| 1Y | -3.7% | +25.3% | -29.1% | -8.2% |
| 3Y | -11.5% | +9.1% | -20.6% | -16.3% |
| 5Y | +10.3% | -34.9% | +45.2% | +13.5% |
| 10Y | +122.1% | +108.2% | +14.0% | +90.6% |
| All | +582.9% | +606.1% | -23.2% | +399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling