+126.5%
HSY vs DKS
+203.5%
-77.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | +0.1% | -3.0% | +3.1% | +0.3% |
| 30D | -5.2% | -33.4% | +28.2% | -2.9% |
| 3M | -3.4% | -39.4% | +36.0% | -0.4% |
| 6M | -19.2% | -30.1% | +10.9% | -17.7% |
| YTD | -2.6% | -31.0% | +28.3% | -0.8% |
| 1Y | -3.8% | -40.2% | +36.4% | -1.0% |
| 3Y | -10.6% | +30.9% | -41.6% | -15.5% |
| 5Y | +12.3% | +14.0% | -1.7% | +5.3% |
| All | +126.5% | +203.5% | -77.0% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling