+95.0%
ROST vs HSY
-0.5%
+95.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.3% | -2.1% | +2.4% | +0.4% |
| 30D | +0.5% | +6.1% | -5.6% | -0.1% |
| 3M | -5.2% | -5.6% | +0.4% | -4.9% |
| 6M | +9.8% | -9.5% | +19.4% | +10.6% |
| YTD | +29.4% | -2.1% | +31.5% | +29.2% |
| 1Y | +44.4% | +0.8% | +43.6% | +43.9% |
| 3Y | +95.0% | -2.1% | +97.1% | +94.3% |
| All | +95.0% | -0.5% | +95.5% | +94.3% |
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 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