+128.1%
HSY vs RL
+297.6%
-169.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -5.0% | -17.5% | +12.5% | -3.7% |
| 3M | -1.3% | -14.0% | +12.7% | -0.3% |
| 6M | -21.5% | -2.0% | -19.5% | -21.6% |
| YTD | -3.3% | -4.6% | +1.3% | -3.3% |
| 1Y | -5.5% | +9.5% | -15.0% | -6.6% |
| 3Y | -9.9% | +200.5% | -210.4% | -19.4% |
| 5Y | +11.3% | +226.3% | -214.9% | -2.6% |
| 10Y | +128.1% | +304.8% | -176.7% | +90.8% |
| All | +128.1% | +297.6% | -169.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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