-10.6%
HSY vs DGX
+96.4%
-107.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.8% |
| 3M | -3.4% | +15.8% | -19.2% | -8.1% |
| 6M | -19.2% | +18.2% | -37.4% | -23.7% |
| YTD | -2.6% | +37.2% | -39.8% | -12.5% |
| 1Y | -3.8% | +30.4% | -34.1% | -12.3% |
| 3Y | -10.6% | +96.7% | -107.3% | -28.0% |
| All | -10.6% | +96.4% | -107.1% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling