+4,353.6%
HSY vs RGEN
+1,577.9%
+2,775.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -2.1% | -3.3% | +1.1% | -2.1% |
| 30D | +6.1% | -5.8% | +11.9% | +6.2% |
| 3M | -5.6% | +0.2% | -5.8% | -5.7% |
| 6M | -9.5% | +56.8% | -66.3% | -10.4% |
| YTD | -2.1% | +2.4% | -4.5% | -2.4% |
| 1Y | +0.8% | +11.4% | -10.7% | +0.3% |
| 3Y | -2.1% | +15.2% | -17.3% | -3.0% |
| 5Y | +11.2% | -35.1% | +46.3% | +10.8% |
| 10Y | +128.3% | +419.6% | -291.4% | +118.3% |
| All | +4,353.6% | +1,577.9% | +2,775.7% | +3,615.2% |
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