+65.0%
XLF vs HSY
+12.8%
+52.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | -1.6% | -3.4% | +1.8% | -1.2% |
| 3M | +9.3% | -0.5% | +9.8% | +9.2% |
| 6M | +14.6% | -19.1% | +33.7% | +17.8% |
| YTD | +4.7% | -2.1% | +6.8% | +4.3% |
| 1Y | +8.6% | -3.2% | +11.9% | +8.2% |
| 3Y | +73.9% | -8.8% | +82.7% | +74.6% |
| 5Y | +65.0% | +13.0% | +52.1% | +49.9% |
| All | +65.0% | +12.8% | +52.2% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling