+4,325.0%
HSY vs DOC
+2,974.4%
+1,350.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -3.3% | -1.5% | -1.8% | -3.0% |
| 30D | -2.8% | -4.8% | +1.9% | -1.8% |
| 3M | -4.5% | +6.9% | -11.4% | -5.8% |
| 6M | -24.2% | +20.7% | -45.0% | -27.5% |
| YTD | -2.7% | +34.1% | -36.9% | -9.2% |
| 1Y | -3.7% | +22.6% | -26.4% | -8.4% |
| 3Y | -11.5% | +20.8% | -32.3% | -16.4% |
| 5Y | +10.3% | -24.9% | +35.2% | +14.0% |
| 10Y | +122.1% | -1.8% | +123.9% | +110.5% |
| All | +4,325.0% | +2,974.4% | +1,350.6% | +2,014.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling