+314.0%
HSY vs XYL
+449.8%
-135.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | -3.3% | -5.0% | +1.8% | -2.2% |
| 30D | -2.8% | -13.2% | +10.4% | +0.2% |
| 3M | -4.5% | -3.7% | -0.8% | -3.8% |
| 6M | -24.2% | -17.7% | -6.5% | -21.1% |
| YTD | -2.7% | -21.5% | +18.8% | +2.1% |
| 1Y | -3.7% | -24.5% | +20.8% | +1.8% |
| 3Y | -11.5% | +6.9% | -18.4% | -15.0% |
| 5Y | +10.3% | -18.1% | +28.4% | +11.4% |
| 10Y | +122.1% | +134.7% | -12.6% | +68.4% |
| All | +314.0% | +449.8% | -135.7% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling