+842.6%
HSY vs RSG
+2,005.0%
-1,162.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.6% | -0.7% | -0.8% | -1.4% |
| 30D | -4.2% | +3.3% | -7.5% | -4.9% |
| 3M | -0.7% | +8.5% | -9.2% | -2.4% |
| 6M | -21.8% | -3.5% | -18.3% | -21.3% |
| YTD | -2.7% | +5.5% | -8.2% | -3.8% |
| 1Y | -4.8% | -1.7% | -3.1% | -4.6% |
| 3Y | -9.4% | +56.9% | -66.3% | -17.7% |
| 5Y | +11.3% | +89.4% | -78.1% | -2.9% |
| 10Y | +125.0% | +412.5% | -287.5% | +66.9% |
| All | +842.6% | +2,005.0% | -1,162.4% | +514.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling