+24,936.4%
ROP vs HSY
+3,340.2%
+21,596.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | -4.4% | -3.3% | -1.1% | -3.6% |
| 30D | +3.2% | -2.8% | +6.1% | +4.0% |
| 3M | +23.1% | -4.5% | +27.5% | +24.5% |
| 6M | +13.3% | -24.2% | +37.5% | +21.6% |
| YTD | -7.9% | -2.7% | -5.1% | -8.0% |
| 1Y | -22.1% | -3.7% | -18.3% | -22.2% |
| 3Y | -16.8% | -11.5% | -5.3% | -16.4% |
| 5Y | -13.5% | +10.3% | -23.9% | -18.8% |
| 10Y | +137.7% | +122.1% | +15.6% | +85.7% |
| All | +24,936.4% | +3,340.2% | +21,596.2% | +13,439.7% |
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