+70,808.4%
ROST vs HSY
+4,402.6%
+66,405.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +0.9% | -3.3% | +4.2% | +2.0% |
| 30D | -8.9% | -2.8% | -6.1% | -8.1% |
| 3M | -0.8% | -4.5% | +3.7% | +0.3% |
| 6M | +8.5% | -24.2% | +32.7% | +17.3% |
| YTD | +28.6% | -2.7% | +31.3% | +28.4% |
| 1Y | +52.3% | -3.7% | +56.1% | +52.1% |
| 3Y | +94.8% | -11.5% | +106.3% | +95.6% |
| 5Y | +110.8% | +10.3% | +100.4% | +95.0% |
| 10Y | +304.5% | +122.1% | +182.4% | +199.8% |
| All | +70,808.4% | +4,402.6% | +66,405.7% | +21,178.1% |
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