+126.5%
HSY vs RRX
+228.4%
-101.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -5.2% | -6.1% | +1.0% | -4.5% |
| 3M | -3.4% | -23.1% | +19.6% | -1.1% |
| 6M | -19.2% | -19.5% | +0.3% | -18.4% |
| YTD | -2.6% | +16.1% | -18.7% | -6.7% |
| 1Y | -3.8% | +12.9% | -16.7% | -7.7% |
| 3Y | -10.6% | +7.9% | -18.6% | -15.9% |
| 5Y | +12.3% | +19.1% | -6.8% | +0.7% |
| All | +126.5% | +228.4% | -101.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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