+15.6%
HSY vs RACE
+65.0%
-49.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +7.5% | +5.1% | +2.4% | +7.1% |
| 30D | +11.1% | +7.7% | +3.4% | +10.4% |
| 3M | -1.9% | +2.2% | -4.1% | -2.2% |
| 6M | -3.0% | +23.8% | -26.7% | -4.7% |
| YTD | 0.0% | +13.9% | -13.9% | -1.3% |
| 1Y | +9.4% | +3.8% | +5.7% | +8.8% |
| 3Y | +3.8% | +28.0% | -24.3% | -0.5% |
| All | +15.6% | +65.0% | -49.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling