+204.4%
RSP vs HSY
+122.8%
+81.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.4% | -1.6% | +1.2% | +0.1% |
| 30D | -1.5% | -4.2% | +2.7% | -0.2% |
| 3M | +4.8% | -0.7% | +5.5% | +4.7% |
| 6M | +10.3% | -21.8% | +32.1% | +18.7% |
| YTD | +14.1% | -2.7% | +16.7% | +13.5% |
| 1Y | +17.0% | -4.8% | +21.8% | +17.0% |
| 3Y | +54.2% | -9.4% | +63.5% | +54.0% |
| 5Y | +51.5% | +11.3% | +40.2% | +35.3% |
| 10Y | +204.4% | +125.0% | +79.4% | +121.1% |
| All | +204.4% | +122.8% | +81.6% | +121.1% |
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 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