+12.0%
HSY vs RSG
+89.9%
-77.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -5.2% | +4.0% | -9.1% | -6.6% |
| 3M | -3.4% | +7.4% | -10.8% | -6.0% |
| 6M | -19.2% | +0.1% | -19.3% | -19.4% |
| YTD | -2.6% | +6.0% | -8.7% | -5.0% |
| 1Y | -3.8% | -3.0% | -0.8% | -3.1% |
| 3Y | -10.6% | +56.5% | -67.1% | -27.9% |
| All | +12.0% | +89.9% | -77.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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