+133.6%
XLC vs HSY
+130.9%
+2.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +3.1% | -2.3% | +5.4% | +3.6% |
| 30D | -4.2% | +6.3% | -10.5% | -5.7% |
| 3M | -2.1% | -5.2% | +3.1% | -1.1% |
| 6M | -6.6% | -8.3% | +1.7% | -5.1% |
| YTD | -7.8% | -2.7% | -5.1% | -8.2% |
| 1Y | -4.1% | +0.1% | -4.2% | -5.2% |
| 3Y | +62.6% | -1.0% | +63.7% | +57.8% |
| 5Y | +39.6% | +10.6% | +29.0% | +27.6% |
| All | +133.6% | +130.9% | +2.7% | +101.1% |
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