+42.1%
RF vs HSY
+14.9%
+27.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -0.9% | +7.5% | -8.4% | -1.9% |
| 30D | +6.0% | +11.1% | -5.0% | +4.6% |
| 3M | -8.9% | -1.9% | -7.0% | -8.8% |
| 6M | +2.3% | -3.0% | +5.3% | +2.4% |
| YTD | +7.6% | 0.0% | +7.5% | +6.9% |
| 1Y | +21.2% | +9.4% | +11.7% | +18.8% |
| 3Y | +108.5% | +3.8% | +104.8% | +103.2% |
| All | +42.1% | +14.9% | +27.3% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling