+217.2%
ROL vs HSY
+131.3%
+86.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +0.8% | +1.1% | -0.4% | +0.3% |
| 30D | +20.6% | +7.7% | +12.9% | +17.4% |
| 3M | +4.5% | -2.3% | +6.8% | +5.2% |
| 6M | -26.5% | -5.3% | -21.2% | -25.5% |
| YTD | -34.8% | -0.9% | -34.0% | -35.2% |
| 1Y | -33.2% | +5.2% | -38.4% | -35.0% |
| 3Y | +4.5% | +0.7% | +3.7% | +0.5% |
| 5Y | +15.5% | +12.2% | +3.3% | +5.3% |
| 10Y | +217.2% | +131.1% | +86.1% | +137.2% |
| All | +217.2% | +131.3% | +86.0% | +137.2% |
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