+127.8%
HSY vs XME
+426.6%
-298.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +5.0% | +1.7% |
| 7D | -0.4% | -3.0% | +2.6% | 0.0% |
| 30D | -3.4% | -2.6% | -0.8% | -3.2% |
| 3M | -0.5% | +2.2% | -2.7% | -1.1% |
| 6M | -19.1% | +0.7% | -19.9% | -19.8% |
| YTD | -2.1% | +10.9% | -13.0% | -4.5% |
| 1Y | -3.2% | +35.7% | -38.9% | -9.0% |
| 3Y | -8.8% | +127.1% | -135.9% | -22.3% |
| 5Y | +13.0% | +168.5% | -155.5% | -8.9% |
| All | +127.8% | +426.6% | -298.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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