+263.4%
ROK vs HSY
+128.6%
+134.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +7.1% | -2.1% | +9.2% | +7.7% |
| 30D | -5.0% | +6.1% | -11.1% | -7.0% |
| 3M | -9.4% | -5.6% | -3.8% | -8.2% |
| 6M | -11.0% | -9.5% | -1.5% | -9.2% |
| YTD | +4.4% | -2.1% | +6.5% | +2.7% |
| 1Y | +7.4% | +0.8% | +6.6% | +4.3% |
| 3Y | +61.0% | -2.1% | +63.1% | +54.1% |
| 5Y | +30.4% | +11.2% | +19.1% | +14.6% |
| All | +263.4% | +128.6% | +134.8% | +149.3% |
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 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