+580.6%
RIO vs HSY
+130.0%
+450.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.5% |
| 7D | -3.4% | -0.4% | -2.9% | -3.3% |
| 30D | +0.6% | -3.4% | +4.0% | +1.3% |
| 3M | +2.5% | -0.5% | +3.0% | +2.3% |
| 6M | +10.8% | -19.1% | +29.9% | +15.9% |
| YTD | +30.5% | -2.1% | +32.5% | +29.6% |
| 1Y | +68.1% | -3.2% | +71.4% | +67.0% |
| 3Y | +94.0% | -8.8% | +102.8% | +93.1% |
| 5Y | +92.0% | +13.0% | +79.1% | +72.4% |
| All | +580.6% | +130.0% | +450.7% | +452.6% |
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