+4,345.5%
HSY vs RGEN
+1,639.8%
+2,705.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.3% |
| 7D | +3.8% | -2.4% | +6.2% | +3.9% |
| 30D | +6.9% | +0.1% | +6.8% | +6.9% |
| 3M | -4.1% | +6.6% | -10.7% | -4.3% |
| 6M | -5.0% | +40.9% | -45.9% | -5.7% |
| YTD | -2.3% | +6.2% | -8.5% | -2.6% |
| 1Y | +6.1% | +19.4% | -13.4% | +5.5% |
| 3Y | -0.7% | +17.9% | -18.6% | -1.6% |
| 5Y | +9.9% | -34.0% | +43.9% | +9.4% |
| 10Y | +127.8% | +453.9% | -326.1% | +117.6% |
| All | +4,345.5% | +1,639.8% | +2,705.7% | +3,605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling