+176.5%
XLE vs HSY
+127.3%
+49.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | +4.4% | -2.3% | +6.7% | +5.1% |
| 30D | -4.3% | +6.3% | -10.6% | -6.4% |
| 3M | +6.0% | -5.2% | +11.2% | +7.3% |
| 6M | +13.2% | -8.3% | +21.5% | +15.2% |
| YTD | +46.7% | -2.7% | +49.4% | +45.4% |
| 1Y | +46.6% | +0.1% | +46.5% | +43.7% |
| 3Y | +69.6% | -1.0% | +70.6% | +62.0% |
| 5Y | +166.5% | +10.6% | +155.9% | +133.4% |
| All | +176.5% | +127.3% | +49.2% | +110.2% |
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