-2.3%
HSY vs RGEN
+19.4%
-21.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.4% |
| 7D | +3.8% | -2.4% | +6.2% | +3.9% |
| 30D | +6.9% | +0.1% | +6.8% | +6.8% |
| 3M | -4.1% | +6.6% | -10.7% | -4.6% |
| 6M | -5.0% | +40.9% | -45.9% | -7.2% |
| YTD | -2.3% | +6.2% | -8.5% | -2.7% |
| 1Y | +6.1% | +19.4% | -13.4% | +4.5% |
| All | -2.3% | +19.4% | -21.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling