+4,328.1%
HSY vs TROW
+14,398.8%
-10,070.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -4.2% | -4.0% | -0.2% | -3.6% |
| 3M | -0.7% | +5.0% | -5.7% | -1.5% |
| 6M | -21.8% | +24.3% | -46.1% | -24.4% |
| YTD | -2.7% | +9.8% | -12.4% | -4.4% |
| 1Y | -4.8% | +6.4% | -11.3% | -6.2% |
| 3Y | -9.4% | +15.8% | -25.2% | -12.7% |
| 5Y | +11.3% | -37.3% | +48.5% | +15.5% |
| 10Y | +125.0% | +130.6% | -5.6% | +88.0% |
| All | +4,328.1% | +14,398.8% | -10,070.7% | +2,052.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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