+125.0%
HSY vs RY
+371.6%
-246.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -1.6% | +2.7% | -4.3% | -2.5% |
| 30D | -4.2% | -1.0% | -3.2% | -4.0% |
| 3M | -0.7% | +7.6% | -8.4% | -3.6% |
| 6M | -21.8% | +29.5% | -51.2% | -29.2% |
| YTD | -2.7% | +24.2% | -26.8% | -10.7% |
| 1Y | -4.8% | +46.4% | -51.2% | -18.1% |
| 3Y | -9.4% | +159.4% | -168.8% | -38.8% |
| 5Y | +11.3% | +141.8% | -130.6% | -23.8% |
| 10Y | +125.0% | +373.9% | -248.9% | +11.9% |
| All | +125.0% | +371.6% | -246.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling