+126.5%
HSY vs DVA
+187.8%
-61.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -3.4% | -10.9% | +7.5% | -2.4% |
| 6M | -19.2% | +17.3% | -36.5% | -21.2% |
| YTD | -2.6% | +59.8% | -62.4% | -8.7% |
| 1Y | -3.8% | +36.3% | -40.0% | -8.1% |
| 3Y | -10.6% | +88.6% | -99.2% | -18.8% |
| 5Y | +12.3% | +47.5% | -35.2% | +4.3% |
| All | +126.5% | +187.8% | -61.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling