+143.7%
XLC vs HSY
+130.9%
+12.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +2.1% | -5.2% | +7.3% | +3.3% |
| 3M | +0.7% | -3.4% | +4.1% | +1.4% |
| 6M | -3.2% | -19.2% | +16.0% | +1.3% |
| YTD | -3.8% | -2.6% | -1.2% | -4.0% |
| 1Y | -2.0% | -3.8% | +1.7% | -2.2% |
| 3Y | +71.4% | -10.6% | +82.0% | +72.6% |
| 5Y | +40.7% | +12.3% | +28.4% | +27.9% |
| All | +143.7% | +130.9% | +12.8% | +110.1% |
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