+421.7%
HSY vs XME
+242.3%
+179.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -2.8% | +6.0% | -8.8% | -3.8% |
| 3M | -4.5% | -7.7% | +3.2% | -3.7% |
| 6M | -24.2% | +1.0% | -25.2% | -24.9% |
| YTD | -2.7% | +14.6% | -17.4% | -5.9% |
| 1Y | -3.7% | +46.0% | -49.7% | -10.8% |
| 3Y | -11.5% | +127.0% | -138.5% | -24.8% |
| 5Y | +10.3% | +175.8% | -165.5% | -11.2% |
| 10Y | +122.1% | +414.6% | -292.5% | +51.6% |
| All | +421.7% | +242.3% | +179.4% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling