+72.3%
XLC vs HSY
-9.5%
+81.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +0.6% | -1.6% | +2.1% | +0.7% |
| 30D | +0.2% | -4.2% | +4.5% | +0.5% |
| 3M | +0.6% | -0.7% | +1.4% | +0.7% |
| 6M | -4.5% | -21.8% | +17.3% | -3.8% |
| YTD | -4.7% | -2.7% | -2.1% | -4.6% |
| 1Y | -1.7% | -4.8% | +3.2% | -1.5% |
| 3Y | +72.3% | -9.4% | +81.6% | +77.4% |
| All | +72.3% | -9.5% | +81.8% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling