+4,300.5%
HSY vs DTE
+3,490.3%
+810.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 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% | +1.2% |
| 6M | -21.5% | -7.2% | -14.3% | -19.2% |
| YTD | -3.3% | +7.2% | -10.4% | -6.2% |
| 1Y | -5.5% | +4.1% | -9.5% | -7.4% |
| 3Y | -9.9% | +46.9% | -56.8% | -23.9% |
| 5Y | +11.3% | +32.9% | -21.6% | -2.8% |
| 10Y | +128.1% | +144.5% | -16.4% | +52.7% |
| All | +4,300.5% | +3,490.3% | +810.2% | +818.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling