+30.1%
ROK vs HSY
+11.0%
+19.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +7.1% | -2.1% | +9.2% | +7.3% |
| 30D | -5.0% | +6.1% | -11.1% | -5.7% |
| 3M | -9.4% | -5.6% | -3.8% | -8.8% |
| 6M | -11.0% | -9.5% | -1.5% | -10.0% |
| YTD | +4.4% | -2.1% | +6.5% | +3.6% |
| 1Y | +7.4% | +0.8% | +6.6% | +5.9% |
| 3Y | +61.0% | -2.1% | +63.1% | +57.9% |
| All | +30.1% | +11.0% | +19.2% | +17.6% |
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