+835.0%
XLB vs HSY
+990.3%
-155.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +7.2% | +7.7% | -0.4% | +4.5% |
| 3M | 0.0% | -2.3% | +2.3% | +0.5% |
| 6M | +2.3% | -5.3% | +7.6% | +3.4% |
| YTD | +18.4% | -0.9% | +19.3% | +17.2% |
| 1Y | +23.3% | +5.2% | +18.1% | +19.5% |
| 3Y | +45.2% | +0.7% | +44.4% | +39.3% |
| 5Y | +31.0% | +12.2% | +18.7% | +19.6% |
| 10Y | +168.8% | +131.1% | +37.7% | +89.0% |
| All | +835.0% | +990.3% | -155.3% | +290.3% |
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