+331.9%
RCL vs HSY
+128.6%
+203.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.2% | -2.1% | +1.0% | -0.6% |
| 30D | +17.8% | +6.1% | +11.7% | +15.8% |
| 3M | +4.9% | -5.6% | +10.6% | +6.4% |
| 6M | +23.7% | -9.5% | +33.3% | +26.6% |
| YTD | +17.8% | -2.1% | +19.9% | +17.1% |
| 1Y | +28.9% | +0.8% | +28.1% | +27.1% |
| 3Y | +241.9% | -2.1% | +244.0% | +230.6% |
| 5Y | +295.4% | +11.2% | +284.2% | +248.9% |
| All | +331.9% | +128.6% | +203.3% | +206.9% |
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