-17.9%
ROP vs HSY
-9.5%
-8.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -5.4% | -1.6% | -3.9% | -5.2% |
| 30D | -1.6% | -4.2% | +2.6% | -1.1% |
| 3M | +18.8% | -0.7% | +19.6% | +19.0% |
| 6M | +8.2% | -21.8% | +30.0% | +10.7% |
| YTD | -10.5% | -2.7% | -7.8% | -10.9% |
| 1Y | -23.7% | -4.8% | -18.9% | -23.9% |
| 3Y | -17.9% | -9.4% | -8.5% | -16.5% |
| All | -17.9% | -9.5% | -8.4% | -16.5% |
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