+108.2%
ROST vs HSY
+10.6%
+97.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.7% |
| 7D | -2.2% | -3.0% | +0.7% | -1.8% |
| 30D | -11.4% | -5.0% | -6.4% | -10.8% |
| 3M | -1.6% | -1.3% | -0.3% | -1.5% |
| 6M | +6.8% | -21.5% | +28.3% | +10.2% |
| YTD | +25.8% | -3.3% | +29.1% | +25.7% |
| 1Y | +52.4% | -5.5% | +57.9% | +52.7% |
| 3Y | +94.4% | -9.9% | +104.3% | +96.3% |
| 5Y | +108.2% | +11.3% | +96.9% | +94.4% |
| All | +108.2% | +10.6% | +97.6% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling