+147.4%
HSY vs RACE
+658.9%
-511.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +7.5% | +5.1% | +2.4% | +6.8% |
| 30D | +11.1% | +7.7% | +3.4% | +9.9% |
| 3M | -1.9% | +2.2% | -4.1% | -2.3% |
| 6M | -3.0% | +23.8% | -26.7% | -6.1% |
| YTD | 0.0% | +13.9% | -13.9% | -2.3% |
| 1Y | +9.4% | +3.8% | +5.7% | +8.2% |
| 3Y | +3.8% | +28.0% | -24.3% | -2.6% |
| 5Y | +15.2% | +64.9% | -49.8% | +2.4% |
| 10Y | +126.9% | +780.4% | -653.5% | +60.1% |
| All | +147.4% | +658.9% | -511.5% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling