+11.6%
HSY vs XHB
+33.5%
-22.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.0% | -1.9% | -1.0% | -2.7% |
| 30D | -5.0% | -8.3% | +3.3% | -3.9% |
| 3M | -1.3% | -7.1% | +5.8% | -0.4% |
| 6M | -21.5% | -5.3% | -16.2% | -21.1% |
| YTD | -3.3% | -3.2% | -0.1% | -3.1% |
| 1Y | -5.5% | -13.9% | +8.4% | -4.0% |
| 3Y | -9.9% | +24.9% | -34.8% | -13.4% |
| All | +11.6% | +33.5% | -22.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling