+120.0%
HSY vs RBA
+236.6%
-116.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.0% |
| 7D | +1.3% | +2.5% | -1.2% | +0.9% |
| 30D | +6.6% | +11.6% | -5.0% | +4.6% |
| 3M | -4.1% | +1.5% | -5.6% | -4.6% |
| 6M | -5.2% | -6.6% | +1.4% | -4.7% |
| YTD | -2.5% | -6.3% | +3.7% | -2.5% |
| 1Y | +4.7% | -4.0% | +8.7% | +4.3% |
| 3Y | +0.6% | +47.3% | -46.7% | -8.6% |
| 5Y | +11.7% | +47.7% | -36.0% | -0.2% |
| 10Y | +120.0% | +224.7% | -104.7% | +51.1% |
| All | +120.0% | +236.6% | -116.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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