+375.0%
RCL vs HSY
+121.1%
+253.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +8.5% | +3.8% | +4.7% | +7.4% |
| 30D | +20.4% | +6.9% | +13.5% | +18.0% |
| 3M | +11.0% | -4.1% | +15.1% | +12.1% |
| 6M | +24.9% | -5.0% | +29.8% | +25.9% |
| YTD | +23.9% | -2.3% | +26.1% | +23.1% |
| 1Y | +30.8% | +6.1% | +24.7% | +26.9% |
| 3Y | +270.4% | -0.7% | +271.1% | +255.7% |
| 5Y | +296.1% | +9.9% | +286.2% | +251.5% |
| 10Y | +375.0% | +127.8% | +247.2% | +226.3% |
| All | +375.0% | +121.1% | +253.9% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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