+11.7%
HSY vs RCAT
+71.1%
-59.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.4% | -14.0% | -2.5% |
| 7D | +1.3% | +1.1% | +0.2% | +1.4% |
| 30D | +6.6% | -22.0% | +28.6% | +6.5% |
| 3M | -4.1% | -51.1% | +47.0% | -4.5% |
| 6M | -5.2% | -56.6% | +51.4% | -5.6% |
| YTD | -2.5% | -43.3% | +40.7% | -2.8% |
| 1Y | +4.7% | -51.5% | +56.3% | +4.5% |
| 3Y | +0.6% | +411.4% | -410.8% | -1.0% |
| 5Y | +11.7% | +74.4% | -62.7% | +11.4% |
| All | +11.7% | +71.1% | -59.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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