+1,077.1%
HSY vs RL
+1,366.2%
-289.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | -3.3% | -0.8% | -2.5% | -3.2% |
| 30D | -2.8% | -7.8% | +4.9% | -2.0% |
| 3M | -4.5% | -4.0% | -0.5% | -4.2% |
| 6M | -24.2% | -1.9% | -22.3% | -24.4% |
| YTD | -2.7% | -0.2% | -2.6% | -3.3% |
| 1Y | -3.7% | +10.7% | -14.4% | -5.4% |
| 3Y | -11.5% | +210.8% | -222.2% | -23.8% |
| 5Y | +10.3% | +238.2% | -227.9% | -7.6% |
| 10Y | +122.1% | +313.4% | -191.2% | +73.4% |
| All | +1,077.1% | +1,366.2% | -289.0% | +687.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling