+123.2%
HSY vs RBA
+204.3%
-81.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | +6.3% | +6.8% | -0.6% | +5.0% |
| 3M | -5.2% | +9.5% | -14.6% | -6.8% |
| 6M | -8.3% | -8.2% | -0.1% | -7.5% |
| YTD | -2.7% | -7.7% | +5.1% | -2.3% |
| 1Y | +0.1% | -6.9% | +7.0% | +0.3% |
| 3Y | -1.0% | +61.6% | -62.7% | -11.7% |
| 5Y | +10.6% | +44.7% | -34.1% | -1.0% |
| All | +123.2% | +204.3% | -81.1% | +52.1% |
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