-3.8%
HSY vs DGX
+32.7%
-36.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -5.2% | -1.2% | -4.0% | -4.9% |
| 3M | -3.4% | +15.8% | -19.2% | -7.5% |
| 6M | -19.2% | +18.2% | -37.4% | -23.2% |
| YTD | -2.6% | +37.2% | -39.8% | -9.5% |
| 1Y | -3.8% | +30.4% | -34.1% | -9.5% |
| All | -3.8% | +32.7% | -36.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling