+415.1%
XLF vs HSY
+970.8%
-555.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +0.2% | -1.6% | +1.7% | +0.8% |
| 30D | -0.5% | -4.2% | +3.7% | +1.1% |
| 3M | +10.6% | -0.7% | +11.4% | +10.5% |
| 6M | +14.3% | -21.8% | +36.1% | +24.8% |
| YTD | +5.5% | -2.7% | +8.2% | +4.9% |
| 1Y | +9.6% | -4.8% | +14.4% | +9.5% |
| 3Y | +75.2% | -9.4% | +84.5% | +73.4% |
| 5Y | +65.5% | +11.3% | +54.3% | +47.6% |
| 10Y | +246.4% | +125.0% | +121.4% | +124.2% |
| All | +415.1% | +970.8% | -555.7% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling