+9,602.3%
ROL vs HSY
+4,406.3%
+5,196.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | +18.5% | +6.3% | +12.2% | +16.4% |
| 3M | +4.3% | -5.2% | +9.5% | +5.9% |
| 6M | -27.7% | -8.3% | -19.4% | -26.1% |
| YTD | -35.8% | -2.7% | -33.1% | -35.7% |
| 1Y | -34.1% | +0.1% | -34.2% | -34.6% |
| 3Y | +2.9% | -1.0% | +4.0% | +0.5% |
| 5Y | +12.7% | +10.6% | +2.1% | +6.1% |
| 10Y | +212.6% | +127.0% | +85.6% | +137.1% |
| All | +9,602.3% | +4,406.3% | +5,196.0% | +4,022.2% |
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 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