+140.5%
HSY vs RACE
+647.6%
-507.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -3.3% | -2.5% | -0.8% | -3.0% |
| 30D | -2.8% | +0.8% | -3.6% | -3.0% |
| 3M | -4.5% | +17.2% | -21.6% | -6.7% |
| 6M | -24.2% | +13.6% | -37.8% | -25.8% |
| YTD | -2.7% | +12.2% | -14.9% | -4.8% |
| 1Y | -3.7% | -16.3% | +12.5% | -2.0% |
| 3Y | -11.5% | +36.4% | -47.9% | -17.8% |
| 5Y | +10.3% | +95.0% | -84.6% | -5.0% |
| 10Y | +122.1% | +813.2% | -691.1% | +56.3% |
| All | +140.5% | +647.6% | -507.1% | +70.4% |
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