+124.4%
HSY vs XYL
+100.4%
+24.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.1% | -3.7% | +1.6% | -1.3% |
| 30D | +6.1% | -8.3% | +14.4% | +7.9% |
| 3M | -5.6% | -21.4% | +15.8% | -0.6% |
| 6M | -9.5% | -12.9% | +3.4% | -7.1% |
| YTD | -2.1% | -30.1% | +28.0% | +5.3% |
| 1Y | +0.8% | -35.2% | +35.9% | +10.3% |
| 3Y | -2.1% | -0.8% | -1.4% | -5.2% |
| 5Y | +11.2% | -23.2% | +34.5% | +13.8% |
| All | +124.4% | +100.4% | +24.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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