-27.1%
RKT vs HSY
+42.2%
-69.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -6.2% | -5.2% | -1.0% | -5.1% |
| 3M | -1.9% | -3.4% | +1.5% | -1.2% |
| 6M | -13.0% | -19.2% | +6.2% | -9.5% |
| YTD | -31.9% | -2.6% | -29.3% | -32.1% |
| 1Y | -37.6% | -3.8% | -33.8% | -37.7% |
| 3Y | +36.8% | -10.6% | +47.4% | +37.7% |
| 5Y | -9.7% | +12.3% | -22.0% | -14.7% |
| All | -27.1% | +42.2% | -69.3% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling