+158.8%
XLB vs HSY
+130.0%
+28.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.6% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | -4.7% | -3.4% | -1.2% | -3.6% |
| 3M | +2.7% | -0.5% | +3.2% | +2.5% |
| 6M | +2.6% | -19.1% | +21.7% | +9.3% |
| YTD | +12.8% | -2.1% | +14.9% | +12.2% |
| 1Y | +14.0% | -3.2% | +17.2% | +13.4% |
| 3Y | +31.5% | -8.8% | +40.3% | +31.2% |
| 5Y | +33.4% | +13.0% | +20.5% | +18.6% |
| All | +158.8% | +130.0% | +28.9% | +89.8% |
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