+1,117.4%
XLI vs HSY
+970.0%
+147.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -1.1% | -3.3% | +2.2% | 0.0% |
| 30D | -5.9% | -2.8% | -3.1% | -5.2% |
| 3M | -0.3% | -4.5% | +4.2% | +0.7% |
| 6M | +0.1% | -24.2% | +24.3% | +8.4% |
| YTD | +13.6% | -2.7% | +16.3% | +13.2% |
| 1Y | +17.2% | -3.7% | +20.9% | +16.8% |
| 3Y | +68.2% | -11.5% | +79.7% | +68.5% |
| 5Y | +80.7% | +10.3% | +70.4% | +66.5% |
| 10Y | +253.3% | +122.1% | +131.1% | +155.8% |
| All | +1,117.4% | +970.0% | +147.4% | +460.3% |
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