+331.2%
RCL vs HSY
+130.0%
+201.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -15.7% | -3.4% | -12.2% | -14.8% |
| 3M | -3.6% | -0.5% | -3.1% | -3.6% |
| 6M | -8.7% | -19.1% | +10.5% | -3.2% |
| YTD | -6.2% | -2.1% | -4.1% | -6.6% |
| 1Y | -22.9% | -3.2% | -19.6% | -23.1% |
| 3Y | +173.6% | -8.8% | +182.4% | +172.9% |
| 5Y | +226.6% | +13.0% | +213.6% | +185.3% |
| All | +331.2% | +130.0% | +201.2% | +175.0% |
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