+11.3%
HSY vs RRC
+153.5%
-142.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -1.2% | -0.3% | -1.5% |
| 30D | -4.2% | +9.4% | -13.7% | -4.3% |
| 3M | -0.7% | +7.4% | -8.1% | -0.8% |
| 6M | -21.8% | +1.5% | -23.3% | -21.8% |
| YTD | -2.7% | +19.4% | -22.1% | -2.8% |
| 1Y | -4.8% | +24.2% | -29.0% | -5.0% |
| 3Y | -9.4% | +32.8% | -42.2% | -10.1% |
| 5Y | +11.3% | +152.9% | -141.6% | +10.5% |
| All | +11.3% | +153.5% | -142.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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