+80.4%
XLI vs HSY
+12.8%
+67.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -8.2% | -3.4% | -4.7% | -7.8% |
| 3M | +0.8% | -0.5% | +1.3% | +0.6% |
| 6M | +0.8% | -19.1% | +20.0% | +3.8% |
| YTD | +10.5% | -2.1% | +12.6% | +10.3% |
| 1Y | +14.1% | -3.2% | +17.4% | +14.0% |
| 3Y | +68.6% | -8.8% | +77.4% | +70.2% |
| 5Y | +80.4% | +13.0% | +67.4% | +66.5% |
| All | +80.4% | +12.8% | +67.6% | +66.5% |
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