-2.7%
HSY vs RY
+160.7%
-163.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | +6.3% | +4.7% | +1.5% | +5.7% |
| 3M | -5.2% | -4.5% | -0.7% | -4.9% |
| 6M | -8.3% | +12.5% | -20.8% | -10.1% |
| YTD | -2.7% | +21.1% | -23.8% | -5.8% |
| 1Y | +0.1% | +38.6% | -38.5% | -5.8% |
| All | -2.7% | +160.7% | -163.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling