+2,019.5%
HSY vs RY
+11,573.6%
-9,554.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -3.3% | +3.1% | -6.4% | -4.0% |
| 30D | -2.8% | -0.3% | -2.5% | -2.8% |
| 3M | -4.5% | +8.7% | -13.1% | -6.6% |
| 6M | -24.2% | +28.5% | -52.8% | -29.1% |
| YTD | -2.7% | +25.1% | -27.8% | -8.5% |
| 1Y | -3.7% | +46.3% | -50.0% | -13.0% |
| 3Y | -11.5% | +154.9% | -166.4% | -31.2% |
| 5Y | +10.3% | +140.3% | -130.0% | -13.5% |
| 10Y | +122.1% | +377.0% | -254.9% | +45.4% |
| All | +2,019.5% | +11,573.6% | -9,554.2% | +608.2% |
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