+11.3%
HSY vs RJF
+106.2%
-94.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -5.0% | -2.0% | -3.0% | -4.9% |
| 3M | -1.3% | +16.3% | -17.6% | -2.4% |
| 6M | -21.5% | +16.9% | -38.4% | -22.4% |
| YTD | -3.3% | +10.4% | -13.7% | -4.1% |
| 1Y | -5.5% | +7.4% | -12.9% | -6.1% |
| 3Y | -9.9% | +72.2% | -82.2% | -15.3% |
| 5Y | +11.3% | +105.1% | -93.8% | +0.5% |
| All | +11.3% | +106.2% | -94.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling