+103.5%
RIO vs HSY
+10.6%
+92.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.0% | -3.0% | +3.9% | +1.2% |
| 30D | +4.0% | -5.0% | +9.1% | +4.4% |
| 3M | +4.5% | -1.3% | +5.8% | +4.5% |
| 6M | +17.3% | -21.5% | +38.8% | +19.6% |
| YTD | +36.2% | -3.3% | +39.4% | +36.0% |
| 1Y | +76.1% | -5.5% | +81.6% | +76.1% |
| 3Y | +102.5% | -9.9% | +112.5% | +101.7% |
| 5Y | +103.5% | +11.3% | +92.2% | +91.5% |
| All | +103.5% | +10.6% | +92.9% | +91.5% |
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 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