+2,079.8%
HSY vs RY
+11,121.0%
-9,041.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.7% |
| 7D | +7.5% | -0.9% | +8.4% | +7.8% |
| 30D | +11.1% | +5.9% | +5.2% | +9.5% |
| 3M | -1.9% | -4.3% | +2.3% | -1.0% |
| 6M | -3.0% | +12.1% | -15.1% | -6.0% |
| YTD | 0.0% | +20.3% | -20.2% | -5.0% |
| 1Y | +9.4% | +41.0% | -31.6% | -0.3% |
| 3Y | +3.8% | +157.5% | -153.8% | -19.5% |
| 5Y | +15.2% | +123.2% | -108.0% | -8.1% |
| 10Y | +126.9% | +365.7% | -238.8% | +49.4% |
| All | +2,079.8% | +11,121.0% | -9,041.2% | +635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling