+508.9%
XLP vs HSY
+970.0%
-461.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -1.0% | -3.3% | +2.3% | +0.1% |
| 30D | -0.9% | -2.8% | +1.9% | +0.1% |
| 3M | +3.8% | -4.5% | +8.3% | +5.3% |
| 6M | -1.7% | -24.2% | +22.5% | +7.8% |
| YTD | +10.3% | -2.7% | +13.0% | +10.6% |
| 1Y | +7.8% | -3.7% | +11.5% | +8.2% |
| 3Y | +27.2% | -11.5% | +38.7% | +29.1% |
| 5Y | +32.5% | +10.3% | +22.2% | +24.1% |
| 10Y | +101.8% | +122.1% | -20.3% | +47.8% |
| All | +508.9% | +970.0% | -461.1% | +154.4% |
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