+11.3%
HSY vs RVTY
-34.2%
+45.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -3.0% | -5.4% | +2.5% | -2.4% |
| 30D | -5.0% | +6.7% | -11.8% | -5.7% |
| 3M | -1.3% | +19.0% | -20.3% | -3.3% |
| 6M | -21.5% | +34.6% | -56.2% | -24.3% |
| YTD | -3.3% | +28.3% | -31.5% | -6.5% |
| 1Y | -5.5% | +46.0% | -51.5% | -10.3% |
| 3Y | -9.9% | +16.9% | -26.8% | -12.9% |
| 5Y | +11.3% | -32.9% | +44.3% | +14.4% |
| All | +11.3% | -34.2% | +45.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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