+4,359.5%
HSY vs DOC
+2,934.4%
+1,425.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.0% | +3.5% |
| 7D | +6.6% | +8.7% | -2.2% | +4.7% |
| 30D | +8.4% | +7.6% | +0.7% | +6.7% |
| 3M | -1.8% | -5.3% | +3.5% | -0.7% |
| 6M | -2.6% | +27.6% | -30.2% | -7.9% |
| YTD | -2.0% | +32.4% | -34.4% | -8.2% |
| 1Y | +8.3% | +22.9% | -14.5% | +3.0% |
| 3Y | +1.5% | +43.1% | -41.6% | -7.3% |
| 5Y | +12.9% | -21.4% | +34.2% | +15.5% |
| 10Y | +122.3% | +16.8% | +105.5% | +104.2% |
| All | +4,359.5% | +2,934.4% | +1,425.1% | +2,036.3% |
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