+124.6%
XLP vs HSY
+125.6%
-1.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | +0.7% | +7.5% | -6.8% | -2.3% |
| 30D | +10.3% | +11.1% | -0.8% | +5.5% |
| 3M | +6.5% | -1.9% | +8.5% | +7.2% |
| 6M | +8.4% | -3.0% | +11.4% | +9.2% |
| YTD | +18.2% | 0.0% | +18.2% | +16.9% |
| 1Y | +22.4% | +9.4% | +13.0% | +16.4% |
| 3Y | +41.9% | +3.8% | +38.1% | +33.8% |
| 5Y | +40.9% | +15.2% | +25.7% | +25.1% |
| All | +124.6% | +125.6% | -1.0% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling