+0.8%
ROL vs HSY
-9.5%
+10.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -3.4% | -1.6% | -1.9% | -3.2% |
| 30D | -6.9% | -4.2% | -2.7% | -6.2% |
| 3M | -24.6% | -0.7% | -23.9% | -24.5% |
| 6M | -39.5% | -21.8% | -17.7% | -37.1% |
| YTD | -41.1% | -2.7% | -38.4% | -40.6% |
| 1Y | -37.9% | -4.8% | -33.1% | -37.3% |
| 3Y | +0.8% | -9.4% | +10.2% | +3.3% |
| All | +0.8% | -9.5% | +10.3% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling