+2.1%
ROL vs HSY
-1.0%
+3.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | +18.5% | +6.3% | +12.2% | +17.0% |
| 3M | +4.3% | -5.2% | +9.5% | +5.2% |
| 6M | -27.7% | -8.3% | -19.4% | -26.8% |
| YTD | -35.8% | -2.7% | -33.1% | -35.3% |
| 1Y | -34.1% | +0.1% | -34.2% | -33.9% |
| All | +2.1% | -1.0% | +3.1% | +1.4% |
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