+341.2%
ROK vs HSY
+130.0%
+211.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -5.4% | -3.4% | -2.0% | -4.5% |
| 3M | -4.0% | -0.5% | -3.4% | -4.4% |
| 6M | +13.3% | -19.1% | +32.5% | +20.5% |
| YTD | +9.3% | -2.1% | +11.4% | +8.0% |
| 1Y | +25.8% | -3.2% | +29.1% | +24.3% |
| 3Y | +49.1% | -8.8% | +57.9% | +47.9% |
| 5Y | +45.9% | +13.0% | +32.9% | +28.0% |
| All | +341.2% | +130.0% | +211.2% | +211.9% |
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