+1,414.9%
HSY vs DGX
+8,794.8%
-7,379.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.0% | -2.2% | -0.7% | -2.6% |
| 30D | -5.0% | -0.9% | -4.1% | -4.9% |
| 3M | -1.3% | +15.6% | -16.9% | -3.7% |
| 6M | -21.5% | +17.8% | -39.3% | -23.7% |
| YTD | -3.3% | +37.5% | -40.7% | -8.4% |
| 1Y | -5.5% | +31.2% | -36.6% | -9.9% |
| 3Y | -9.9% | +96.6% | -106.5% | -19.7% |
| 5Y | +11.3% | +64.9% | -53.6% | +1.3% |
| 10Y | +128.1% | +254.6% | -126.5% | +83.2% |
| All | +1,414.9% | +8,794.8% | -7,379.9% | +759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling