+821.9%
HSY vs RCAT
-100.0%
+921.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +1.1% | +7.2% | -6.1% | +1.1% |
| 30D | +7.7% | -20.4% | +28.1% | +7.7% |
| 3M | -2.3% | -59.8% | +57.5% | -2.2% |
| 6M | -5.3% | -61.9% | +56.6% | -5.3% |
| YTD | -0.9% | -45.9% | +45.0% | -0.9% |
| 1Y | +5.2% | -50.5% | +55.7% | +5.2% |
| 3Y | +0.7% | +387.5% | -386.8% | +0.4% |
| 5Y | +12.2% | +70.9% | -58.7% | +11.9% |
| 10Y | +131.1% | -99.7% | +230.8% | +129.2% |
| All | +821.9% | -100.0% | +921.9% | +901.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling