+1,402.2%
RF vs HSY
+4,530.8%
-3,128.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -0.9% | +7.5% | -8.4% | -3.6% |
| 30D | +6.0% | +11.1% | -5.0% | +1.7% |
| 3M | -8.9% | -1.9% | -7.0% | -8.5% |
| 6M | +2.3% | -3.0% | +5.3% | +2.6% |
| YTD | +7.6% | 0.0% | +7.5% | +5.8% |
| 1Y | +21.2% | +9.4% | +11.7% | +15.0% |
| 3Y | +108.5% | +3.8% | +104.8% | +95.7% |
| 5Y | +43.2% | +15.2% | +28.1% | +26.8% |
| 10Y | +288.1% | +126.9% | +161.2% | +161.3% |
| All | +1,402.2% | +4,530.8% | -3,128.6% | +358.5% |
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