+129.7%
ROP vs HSY
+128.6%
+1.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -1.7% | -5.2% | +3.5% | +0.2% |
| 3M | +17.1% | -3.4% | +20.5% | +18.4% |
| 6M | +10.9% | -19.2% | +30.1% | +19.1% |
| YTD | -12.1% | -2.6% | -9.5% | -12.7% |
| 1Y | -24.2% | -3.8% | -20.5% | -24.7% |
| 3Y | -20.4% | -10.6% | -9.7% | -20.1% |
| 5Y | -15.4% | +12.3% | -27.7% | -26.2% |
| All | +129.7% | +128.6% | +1.1% | +60.2% |
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