+36.5%
XLB vs HSY
+13.1%
+23.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | +4.4% | -0.7% | +5.1% | +4.3% |
| 6M | +5.0% | -21.8% | +26.8% | +9.6% |
| YTD | +15.5% | -2.7% | +18.1% | +15.3% |
| 1Y | +14.9% | -4.8% | +19.7% | +15.0% |
| 3Y | +34.5% | -9.4% | +43.9% | +35.4% |
| 5Y | +36.5% | +11.3% | +25.3% | +26.2% |
| All | +36.5% | +13.1% | +23.4% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling