+469.2%
HSY vs XHB
+172.3%
+297.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +6.1% | +9.9% | -3.8% | +3.6% |
| 3M | -5.6% | -6.3% | +0.7% | -4.3% |
| 6M | -9.5% | +3.8% | -13.4% | -10.8% |
| YTD | -2.1% | +0.1% | -2.2% | -2.9% |
| 1Y | +0.8% | -0.8% | +1.6% | +0.1% |
| 3Y | -2.1% | +35.6% | -37.7% | -11.5% |
| 5Y | +11.2% | +29.6% | -18.3% | -0.3% |
| 10Y | +128.3% | +237.5% | -109.2% | +55.5% |
| All | +469.2% | +172.3% | +297.0% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling