+51.2%
RIO vs HSY
-0.5%
+51.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.9% | -2.1% | +1.2% | -0.9% |
| 30D | -9.1% | +6.1% | -15.2% | -9.3% |
| 3M | -13.7% | -5.6% | -8.0% | -13.5% |
| 6M | -24.3% | -9.5% | -14.8% | -24.0% |
| YTD | +8.9% | -2.1% | +11.0% | +8.7% |
| 1Y | +22.7% | +0.8% | +21.9% | +22.1% |
| 3Y | +51.2% | -2.1% | +53.3% | +49.2% |
| All | +51.2% | -0.5% | +51.7% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling