+41.9%
XLP vs HSY
+3.5%
+38.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | +0.7% | +7.5% | -6.8% | -1.3% |
| 30D | +10.3% | +11.1% | -0.8% | +7.1% |
| 3M | +6.5% | -1.9% | +8.5% | +6.9% |
| 6M | +8.4% | -3.0% | +11.4% | +8.9% |
| YTD | +18.2% | 0.0% | +18.2% | +17.7% |
| 1Y | +22.4% | +9.4% | +13.0% | +19.3% |
| 3Y | +41.9% | +3.8% | +38.1% | +36.9% |
| All | +41.9% | +3.5% | +38.4% | +36.9% |
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