+2,225.1%
HSY vs DVA
+5,081.6%
-2,856.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | -4.2% | -2.0% | -2.2% | -4.1% |
| 3M | -0.7% | -6.3% | +5.5% | -0.4% |
| 6M | -21.8% | +19.4% | -41.2% | -23.2% |
| YTD | -2.7% | +58.5% | -61.2% | -6.6% |
| 1Y | -4.8% | +33.9% | -38.7% | -7.5% |
| 3Y | -9.4% | +88.4% | -97.8% | -14.8% |
| 5Y | +11.3% | +39.5% | -28.2% | +5.8% |
| 10Y | +125.0% | +179.5% | -54.4% | +100.6% |
| All | +2,225.1% | +5,081.6% | -2,856.5% | +1,757.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling