-21.5%
HSY vs DTE
-8.1%
-13.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -5.0% | -0.5% | -4.5% | -4.9% |
| 3M | -1.3% | -6.0% | +4.7% | +1.7% |
| 6M | -21.5% | -7.2% | -14.3% | -18.7% |
| All | -21.5% | -8.1% | -13.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 6mo: compounded portfolio wealth divided by compounded DTE 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…
6mo analysis · Full analysis span regression · 6 months rolling