+4,887.7%
RIO vs HSY
+4,101.2%
+786.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | +0.1% | -2.3% | +2.5% | +0.8% |
| 30D | -10.5% | +6.3% | -16.8% | -12.3% |
| 3M | -15.9% | -5.2% | -10.7% | -14.9% |
| 6M | -22.3% | -8.3% | -14.0% | -21.0% |
| YTD | +9.3% | -2.7% | +12.0% | +8.4% |
| 1Y | +23.0% | +0.1% | +22.9% | +20.8% |
| 3Y | +52.1% | -1.0% | +53.1% | +46.4% |
| 5Y | +88.9% | +10.6% | +78.2% | +73.0% |
| 10Y | +354.1% | +127.0% | +227.1% | +224.6% |
| All | +4,887.7% | +4,101.2% | +786.4% | +2,087.0% |
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