+15.6%
HSY vs DOC
-21.4%
+37.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +7.5% | +6.5% | +1.1% | +6.0% |
| 30D | +11.1% | +9.2% | +1.9% | +8.9% |
| 3M | -1.9% | -2.5% | +0.6% | -1.5% |
| 6M | -3.0% | +7.1% | -10.1% | -4.5% |
| YTD | 0.0% | +33.0% | -33.0% | -6.6% |
| 1Y | +9.4% | +23.3% | -13.8% | +4.0% |
| 3Y | +3.8% | +44.9% | -41.2% | -5.2% |
| All | +15.6% | -21.4% | +37.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling