+301.5%
ROST vs HSY
+128.6%
+172.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | +0.5% | +6.1% | -5.6% | -1.6% |
| 3M | -5.2% | -5.6% | +0.4% | -3.6% |
| 6M | +9.8% | -9.5% | +19.4% | +12.9% |
| YTD | +29.4% | -2.1% | +31.5% | +28.3% |
| 1Y | +44.4% | +0.8% | +43.6% | +41.6% |
| 3Y | +95.0% | -2.1% | +97.1% | +87.6% |
| 5Y | +111.9% | +11.2% | +100.6% | +85.5% |
| All | +301.5% | +128.6% | +172.9% | +177.6% |
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