+184.0%
ROP vs HSY
+131.3%
+52.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | -2.9% | +1.1% | -4.1% | -3.4% |
| 30D | +30.1% | +7.7% | +22.4% | +26.5% |
| 3M | +19.9% | -2.3% | +22.2% | +20.8% |
| 6M | +46.0% | -5.3% | +51.3% | +48.3% |
| YTD | +8.4% | -0.9% | +9.2% | +6.8% |
| 1Y | +8.8% | +5.2% | +3.6% | +4.5% |
| 3Y | -5.6% | +0.7% | -6.4% | -10.8% |
| 5Y | +3.0% | +12.2% | -9.2% | -10.2% |
| 10Y | +184.0% | +131.1% | +52.9% | +85.3% |
| All | +184.0% | +131.3% | +52.7% | +85.3% |
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 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