+1,030.0%
RMBS vs HSY
+1,086.5%
-56.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -0.3% | -3.3% | +2.9% | +0.2% |
| 30D | -12.2% | -2.8% | -9.3% | -11.8% |
| 3M | -49.5% | -4.5% | -45.0% | -49.5% |
| 6M | -7.1% | -24.2% | +17.1% | -2.9% |
| YTD | -7.0% | -2.7% | -4.3% | -7.8% |
| 1Y | +13.3% | -3.7% | +17.1% | +12.3% |
| 3Y | +49.2% | -11.5% | +60.7% | +48.0% |
| 5Y | +250.0% | +10.3% | +239.6% | +225.6% |
| 10Y | +495.1% | +122.1% | +373.0% | +371.2% |
| All | +1,030.0% | +1,086.5% | -56.5% | +648.4% |
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