+13.3%
RMBS vs HSY
-3.5%
+16.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +0.8% |
| 7D | -0.3% | -3.3% | +2.9% | -1.9% |
| 30D | -12.2% | -2.8% | -9.3% | -13.3% |
| 3M | -49.5% | -4.5% | -45.0% | -49.7% |
| 6M | -7.1% | -24.2% | +17.1% | -12.5% |
| YTD | -7.0% | -2.7% | -4.3% | -5.1% |
| 1Y | +13.3% | -3.7% | +17.1% | +16.3% |
| All | +13.3% | -3.5% | +16.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling