-11.0%
ROK vs HSY
-7.5%
-3.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.2% |
| 7D | +7.1% | -2.1% | +9.2% | +6.2% |
| 30D | -5.0% | +6.1% | -11.1% | -2.7% |
| 3M | -9.4% | -5.6% | -3.8% | -10.8% |
| 6M | -11.0% | -9.5% | -1.5% | -11.3% |
| All | -11.0% | -7.5% | -3.5% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling