+561.3%
XLP vs HSY
+996.5%
-435.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.3% |
| 7D | +3.5% | +10.7% | -7.2% | -0.1% |
| 30D | +11.6% | +10.3% | +1.2% | +7.7% |
| 3M | +7.6% | -0.4% | +8.1% | +7.7% |
| 6M | +10.0% | -2.5% | +12.6% | +10.6% |
| YTD | +19.7% | -0.3% | +20.1% | +19.0% |
| 1Y | +23.5% | +7.6% | +15.9% | +19.3% |
| 3Y | +44.0% | +3.2% | +40.8% | +38.2% |
| 5Y | +42.7% | +14.7% | +27.9% | +31.7% |
| 10Y | +131.3% | +126.0% | +5.3% | +68.3% |
| All | +561.3% | +996.5% | -435.2% | +173.7% |
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