+271.4%
RMBS vs HSY
+11.4%
+260.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.8% |
| 7D | +3.5% | -3.0% | +6.4% | +3.0% |
| 30D | -8.6% | -5.0% | -3.6% | -9.3% |
| 3M | -40.3% | -1.3% | -39.0% | -40.3% |
| 6M | -1.0% | -21.5% | +20.5% | -2.3% |
| YTD | -4.6% | -3.3% | -1.3% | -4.7% |
| 1Y | +17.6% | -5.5% | +23.1% | +17.5% |
| 3Y | +58.6% | -9.9% | +68.6% | +60.0% |
| All | +271.4% | +11.4% | +260.0% | +252.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling