+126.5%
HSY vs XHB
+215.4%
-88.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | +0.1% | -4.6% | +4.7% | +1.3% |
| 30D | -5.2% | -9.1% | +3.9% | -2.9% |
| 3M | -3.4% | -8.6% | +5.2% | -1.5% |
| 6M | -19.2% | -4.0% | -15.2% | -18.9% |
| YTD | -2.6% | -3.9% | +1.3% | -2.4% |
| 1Y | -3.8% | -16.5% | +12.7% | -0.1% |
| 3Y | -10.6% | +22.6% | -33.2% | -18.2% |
| 5Y | +12.3% | +33.9% | -21.6% | -2.0% |
| All | +126.5% | +215.4% | -88.9% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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