+154.1%
HSY vs RNG
+309.1%
-154.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.4% | +0.3% |
| 7D | -1.6% | -0.8% | -0.7% | -1.5% |
| 30D | -4.2% | +11.4% | -15.6% | -4.7% |
| 3M | -0.7% | +72.1% | -72.8% | -3.1% |
| 6M | -21.8% | +67.9% | -89.7% | -23.8% |
| YTD | -2.7% | +144.3% | -147.0% | -7.1% |
| 1Y | -4.8% | +117.5% | -122.3% | -8.8% |
| 3Y | -9.4% | +123.9% | -133.2% | -14.2% |
| 5Y | +11.3% | -70.1% | +81.4% | +16.2% |
| 10Y | +125.0% | +215.9% | -90.9% | +101.2% |
| All | +154.1% | +309.1% | -154.9% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling