+558.9%
RMBS vs HSY
+128.6%
+430.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -13.9% | -5.2% | -8.7% | -13.3% |
| 3M | -39.8% | -3.4% | -36.4% | -39.8% |
| 6M | -6.0% | -19.2% | +13.2% | -2.9% |
| YTD | -5.4% | -2.6% | -2.7% | -6.4% |
| 1Y | -1.8% | -3.8% | +2.0% | -3.0% |
| 3Y | +53.7% | -10.6% | +64.3% | +52.8% |
| 5Y | +268.5% | +12.3% | +256.2% | +222.9% |
| All | +558.9% | +128.6% | +430.3% | +361.2% |
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