+9,030.3%
ROL vs HSY
+4,402.6%
+4,627.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -1.4% | -3.3% | +1.9% | -0.5% |
| 30D | -4.1% | -2.8% | -1.3% | -3.4% |
| 3M | -22.5% | -4.5% | -18.0% | -21.6% |
| 6M | -37.7% | -24.2% | -13.4% | -32.7% |
| YTD | -39.6% | -2.7% | -36.8% | -39.4% |
| 1Y | -36.0% | -3.7% | -32.3% | -35.9% |
| 3Y | -5.1% | -11.5% | +6.3% | -4.2% |
| 5Y | -3.4% | +10.3% | -13.7% | -8.9% |
| 10Y | +215.2% | +122.1% | +93.1% | +140.3% |
| All | +9,030.3% | +4,402.6% | +4,627.6% | +3,781.7% |
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