+131.9%
HSY vs XLRE
+109.5%
+22.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -3.0% | -0.7% | -2.2% | -2.6% |
| 30D | -5.0% | -2.2% | -2.8% | -4.0% |
| 3M | -1.3% | -2.6% | +1.3% | +0.1% |
| 6M | -21.5% | +2.6% | -24.1% | -22.5% |
| YTD | -3.3% | +9.3% | -12.5% | -7.5% |
| 1Y | -5.5% | +7.2% | -12.7% | -8.8% |
| 3Y | -9.9% | +31.3% | -41.3% | -22.2% |
| 5Y | +11.3% | +8.1% | +3.2% | +4.6% |
| 10Y | +128.1% | +88.9% | +39.1% | +55.4% |
| All | +131.9% | +109.5% | +22.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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