+126.5%
HSY vs RJF
+429.3%
-302.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.5% |
| 30D | -5.2% | -4.3% | -0.9% | -4.6% |
| 3M | -3.4% | +15.7% | -19.1% | -5.6% |
| 6M | -19.2% | +17.8% | -37.0% | -21.4% |
| YTD | -2.6% | +9.2% | -11.8% | -4.3% |
| 1Y | -3.8% | +2.8% | -6.6% | -4.6% |
| 3Y | -10.6% | +69.5% | -80.1% | -19.7% |
| 5Y | +12.3% | +105.9% | -93.6% | -4.5% |
| All | +126.5% | +429.3% | -302.8% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling