+34.5%
XLB vs HSY
-9.5%
+44.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -0.2% | -1.6% | +1.3% | 0.0% |
| 30D | -1.7% | -4.2% | +2.5% | -1.2% |
| 3M | +4.4% | -0.7% | +5.1% | +4.3% |
| 6M | +5.0% | -21.8% | +26.8% | +8.1% |
| YTD | +15.5% | -2.7% | +18.1% | +15.4% |
| 1Y | +14.9% | -4.8% | +19.7% | +15.1% |
| 3Y | +34.5% | -9.4% | +43.9% | +34.9% |
| All | +34.5% | -9.5% | +44.0% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling