+95.9%
RIO vs HSY
-9.9%
+105.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.0% | -3.0% | +3.9% | +1.1% |
| 30D | +4.0% | -5.0% | +9.1% | +4.3% |
| 3M | +4.5% | -1.3% | +5.8% | +4.5% |
| 6M | +17.3% | -21.5% | +38.8% | +19.1% |
| YTD | +36.2% | -3.3% | +39.4% | +36.0% |
| 1Y | +76.1% | -5.5% | +81.6% | +76.1% |
| All | +95.9% | -9.9% | +105.9% | +99.1% |
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