+124.4%
HSY vs XME
+260.6%
-136.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +6.1% | -6.1% | +12.2% | +6.7% |
| 3M | -5.6% | -18.6% | +13.0% | -3.4% |
| 6M | -9.5% | -23.9% | +14.3% | -6.9% |
| YTD | -2.1% | -9.3% | +7.2% | -2.3% |
| 1Y | +0.8% | +1.8% | -1.0% | -1.3% |
| 3Y | -2.1% | +93.0% | -95.1% | -15.3% |
| 5Y | +11.2% | +107.0% | -95.7% | -7.1% |
| All | +124.4% | +260.6% | -136.1% | +38.2% |
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