+4,325.0%
HSY vs RJF
+49,848.3%
-45,523.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -2.8% | -1.3% | -1.6% | -2.7% |
| 3M | -4.5% | +18.9% | -23.4% | -6.8% |
| 6M | -24.2% | +15.0% | -39.3% | -25.8% |
| YTD | -2.7% | +12.2% | -14.9% | -4.6% |
| 1Y | -3.7% | +5.6% | -9.4% | -4.9% |
| 3Y | -11.5% | +74.9% | -86.3% | -19.3% |
| 5Y | +10.3% | +106.6% | -96.3% | -2.9% |
| 10Y | +122.1% | +433.1% | -310.9% | +66.8% |
| All | +4,325.0% | +49,848.3% | -45,523.3% | +1,436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling