+147.8%
XEL vs HSY
+128.6%
+19.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -3.9% | -5.2% | +1.2% | -1.8% |
| 3M | -2.8% | -3.4% | +0.6% | -1.7% |
| 6M | -5.4% | -19.2% | +13.8% | +3.1% |
| YTD | +3.8% | -2.6% | +6.4% | +3.3% |
| 1Y | +6.8% | -3.8% | +10.6% | +6.4% |
| 3Y | +45.6% | -10.6% | +56.2% | +47.0% |
| 5Y | +30.7% | +12.3% | +18.4% | +14.4% |
| All | +147.8% | +128.6% | +19.2% | +57.7% |
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