+43.3%
XLP vs HSY
+11.5%
+31.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | 0.0% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | +8.3% | +7.7% | +0.7% | +5.5% |
| 3M | +8.7% | -2.3% | +11.0% | +9.4% |
| 6M | +11.2% | -5.3% | +16.5% | +12.8% |
| YTD | +20.0% | -0.9% | +20.9% | +19.3% |
| 1Y | +21.3% | +5.2% | +16.1% | +18.2% |
| 3Y | +43.8% | +0.7% | +43.1% | +38.8% |
| 5Y | +43.3% | +12.2% | +31.1% | +23.8% |
| All | +43.3% | +11.5% | +31.9% | +23.8% |
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