+4,867.9%
RIO vs HSY
+4,125.0%
+742.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.9% | -2.1% | +1.2% | -0.3% |
| 30D | -9.1% | +6.1% | -15.2% | -10.9% |
| 3M | -13.7% | -5.6% | -8.0% | -12.5% |
| 6M | -24.3% | -9.5% | -14.8% | -22.8% |
| YTD | +8.9% | -2.1% | +11.0% | +7.8% |
| 1Y | +22.7% | +0.8% | +21.9% | +20.3% |
| 3Y | +51.2% | -2.1% | +53.3% | +46.1% |
| 5Y | +88.1% | +11.2% | +76.9% | +72.0% |
| 10Y | +352.3% | +128.3% | +224.1% | +222.8% |
| All | +4,867.9% | +4,125.0% | +742.9% | +2,074.8% |
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