+149.7%
XBI vs HSY
+128.6%
+21.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -2.0% | -5.2% | +3.2% | -1.0% |
| 3M | +17.8% | -3.4% | +21.2% | +18.3% |
| 6M | +23.7% | -19.2% | +42.9% | +28.7% |
| YTD | +28.2% | -2.6% | +30.9% | +27.6% |
| 1Y | +64.0% | -3.8% | +67.7% | +63.4% |
| 3Y | +99.4% | -10.6% | +110.0% | +100.0% |
| 5Y | +19.3% | +12.3% | +7.0% | +11.0% |
| All | +149.7% | +128.6% | +21.1% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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