+128.8%
XLP vs HSY
+122.5%
+6.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.5% |
| 30D | +8.9% | +6.6% | +2.3% | +6.0% |
| 3M | +7.5% | -4.1% | +11.6% | +9.2% |
| 6M | +9.4% | -5.2% | +14.7% | +11.3% |
| YTD | +19.3% | -2.5% | +21.8% | +19.2% |
| 1Y | +21.7% | +4.7% | +17.0% | +17.8% |
| 3Y | +44.0% | +0.6% | +43.4% | +37.6% |
| 5Y | +42.8% | +11.7% | +31.1% | +28.4% |
| 10Y | +128.8% | +120.0% | +8.8% | +46.6% |
| All | +128.8% | +122.5% | +6.3% | +46.6% |
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 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