+820.5%
XLB vs HSY
+970.0%
-149.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | -1.4% | -3.3% | +1.9% | -0.3% |
| 30D | -0.4% | -2.8% | +2.4% | +0.5% |
| 3M | +2.0% | -4.5% | +6.5% | +3.1% |
| 6M | +1.8% | -24.2% | +26.0% | +10.9% |
| YTD | +16.6% | -2.7% | +19.3% | +16.3% |
| 1Y | +16.9% | -3.7% | +20.7% | +16.7% |
| 3Y | +32.6% | -11.5% | +44.0% | +33.3% |
| 5Y | +35.6% | +10.3% | +25.3% | +24.8% |
| 10Y | +160.0% | +122.1% | +37.9% | +85.4% |
| All | +820.5% | +970.0% | -149.5% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling