+15,354.0%
ROK vs HSY
+4,402.6%
+10,951.4%
-75.8%
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% | +1.7% |
| 7D | +0.7% | -3.3% | +4.0% | +1.8% |
| 30D | -3.3% | -2.8% | -0.5% | -2.5% |
| 3M | -5.9% | -4.5% | -1.4% | -5.1% |
| 6M | +13.9% | -24.2% | +38.1% | +23.9% |
| YTD | +12.6% | -2.7% | +15.3% | +11.7% |
| 1Y | +28.6% | -3.7% | +32.3% | +27.5% |
| 3Y | +45.1% | -11.5% | +56.6% | +45.1% |
| 5Y | +45.6% | +10.3% | +35.2% | +32.8% |
| 10Y | +345.0% | +122.1% | +222.9% | +211.5% |
| All | +15,354.0% | +4,402.6% | +10,951.4% | +4,440.7% |
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