+71.5%
XLI vs HSY
-0.5%
+72.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +3.8% | -2.1% | +5.9% | +3.8% |
| 30D | +1.0% | +6.1% | -5.1% | +0.7% |
| 3M | -8.9% | -5.6% | -3.3% | -8.7% |
| 6M | -2.3% | -9.5% | +7.3% | -1.7% |
| YTD | +9.7% | -2.1% | +11.8% | +9.8% |
| 1Y | +12.3% | +0.8% | +11.5% | +12.2% |
| 3Y | +71.5% | -2.1% | +73.6% | +71.6% |
| All | +71.5% | -0.5% | +72.0% | +71.6% |
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