+126.5%
HSY vs RNG
+222.9%
-96.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.1% | -6.1% | +6.2% | +0.3% |
| 30D | -5.2% | +9.6% | -14.8% | -5.6% |
| 3M | -3.4% | +83.3% | -86.7% | -5.8% |
| 6M | -19.2% | +77.9% | -97.1% | -21.3% |
| YTD | -2.6% | +139.9% | -142.6% | -6.7% |
| 1Y | -3.8% | +121.7% | -125.4% | -7.6% |
| 3Y | -10.6% | +121.9% | -132.5% | -15.1% |
| 5Y | +12.3% | -68.4% | +80.7% | +17.9% |
| All | +126.5% | +222.9% | -96.4% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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