+11.7%
HSY vs RL
+240.9%
-229.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -2.8% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +6.6% | +7.3% | -0.7% | +6.2% |
| 3M | -4.1% | +1.0% | -5.2% | -4.2% |
| 6M | -5.2% | +11.8% | -17.0% | -5.8% |
| YTD | -2.5% | +13.6% | -16.2% | -3.3% |
| 1Y | +4.7% | +24.0% | -19.3% | +3.5% |
| 3Y | +0.6% | +256.6% | -256.0% | -7.8% |
| 5Y | +11.7% | +240.2% | -228.5% | +1.6% |
| All | +11.7% | +240.9% | -229.2% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling