+208.2%
ROL vs HSY
+124.3%
+83.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | -3.3% | -3.0% | -0.3% | -2.3% |
| 30D | -7.2% | -5.0% | -2.2% | -5.6% |
| 3M | -27.0% | -1.3% | -25.7% | -26.8% |
| 6M | -39.5% | -21.5% | -18.0% | -34.6% |
| YTD | -41.8% | -3.3% | -38.5% | -41.5% |
| 1Y | -38.9% | -5.5% | -33.4% | -38.3% |
| 3Y | -0.4% | -9.9% | +9.5% | +0.4% |
| 5Y | -4.2% | +11.3% | -15.6% | -12.3% |
| 10Y | +208.2% | +128.1% | +80.1% | +131.1% |
| All | +208.2% | +124.3% | +83.9% | +131.1% |
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