-2.1%
HSY vs RNG
+179.0%
-181.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | -2.1% | +4.6% | -6.7% | -2.2% |
| 30D | +6.1% | +0.4% | +5.7% | +6.0% |
| 3M | -5.6% | +11.4% | -17.0% | -5.9% |
| 6M | -9.5% | +95.7% | -105.2% | -10.7% |
| YTD | -2.1% | +162.9% | -165.0% | -4.3% |
| 1Y | +0.8% | +180.3% | -179.5% | -1.8% |
| 3Y | -2.1% | +188.3% | -190.5% | -6.1% |
| All | -2.1% | +179.0% | -181.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling