+2.0%
RDW vs HSY
+32.8%
-30.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -21.3% | -5.2% | -16.1% | -21.9% |
| 3M | -37.9% | -3.4% | -34.5% | -38.0% |
| 6M | +12.3% | -19.2% | +31.5% | +10.1% |
| YTD | +39.7% | -2.6% | +42.4% | +39.7% |
| 1Y | +25.7% | -3.8% | +29.5% | +25.2% |
| 3Y | +230.8% | -10.6% | +241.5% | +230.4% |
| 5Y | -8.8% | +12.3% | -21.1% | -4.3% |
| All | +2.0% | +32.8% | -30.8% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling