+302.7%
ROST vs HSY
+130.0%
+172.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -10.3% | -3.4% | -6.8% | -9.3% |
| 3M | -2.6% | -0.5% | -2.1% | -2.7% |
| 6M | +6.5% | -19.1% | +25.7% | +13.7% |
| YTD | +25.9% | -2.1% | +28.0% | +25.1% |
| 1Y | +52.3% | -3.2% | +55.6% | +51.5% |
| 3Y | +94.6% | -8.8% | +103.4% | +93.9% |
| 5Y | +111.1% | +13.0% | +98.1% | +84.2% |
| All | +302.7% | +130.0% | +172.8% | +182.6% |
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