+163.9%
XLE vs HSY
+122.5%
+41.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.3% |
| 7D | -7.9% | +1.3% | -9.2% | -8.4% |
| 30D | -4.8% | +6.6% | -11.4% | -7.0% |
| 3M | +8.4% | -4.1% | +12.5% | +9.3% |
| 6M | +12.7% | -5.2% | +17.9% | +13.5% |
| YTD | +41.3% | -2.5% | +43.8% | +40.0% |
| 1Y | +42.3% | +4.7% | +37.5% | +37.2% |
| 3Y | +65.1% | +0.6% | +64.5% | +56.7% |
| 5Y | +150.2% | +11.7% | +138.5% | +118.1% |
| 10Y | +163.9% | +120.0% | +43.9% | +95.8% |
| All | +163.9% | +122.5% | +41.4% | +95.8% |
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