+13.0%
HSY vs RRX
+14.8%
-1.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.2% | +1.3% |
| 7D | -0.4% | -3.7% | +3.3% | -0.3% |
| 30D | -3.4% | -9.3% | +5.8% | -3.1% |
| 3M | -0.5% | -21.8% | +21.3% | 0.0% |
| 6M | -19.1% | -22.0% | +2.9% | -18.9% |
| YTD | -2.1% | +11.9% | -14.0% | -3.7% |
| 1Y | -3.2% | +11.6% | -14.8% | -5.0% |
| 3Y | -8.8% | +2.2% | -11.0% | -10.6% |
| 5Y | +13.0% | +14.9% | -1.9% | +8.1% |
| All | +13.0% | +14.8% | -1.8% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling