+4,300.5%
HSY vs RRX
+3,824.6%
+475.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -3.0% | -0.7% | -2.2% | -2.9% |
| 30D | -5.0% | -8.0% | +2.9% | -4.1% |
| 3M | -1.3% | -25.1% | +23.7% | +1.4% |
| 6M | -21.5% | -18.3% | -3.2% | -20.7% |
| YTD | -3.3% | +14.2% | -17.4% | -6.5% |
| 1Y | -5.5% | +13.0% | -18.5% | -8.7% |
| 3Y | -9.9% | +4.2% | -14.1% | -14.2% |
| 5Y | +11.3% | +17.9% | -6.5% | +2.6% |
| 10Y | +128.1% | +220.4% | -92.4% | +79.5% |
| All | +4,300.5% | +3,824.6% | +475.9% | +2,889.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling