+640.9%
XLU vs HSY
+964.1%
-323.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.6% | -3.0% | +3.6% | +1.6% |
| 30D | -0.4% | -5.0% | +4.6% | +1.2% |
| 3M | -1.7% | -1.3% | -0.4% | -1.6% |
| 6M | -7.1% | -21.5% | +14.4% | -0.1% |
| YTD | +1.9% | -3.3% | +5.2% | +2.0% |
| 1Y | +6.1% | -5.5% | +11.6% | +6.6% |
| 3Y | +48.8% | -9.9% | +58.7% | +49.0% |
| 5Y | +43.8% | +11.3% | +32.4% | +33.4% |
| 10Y | +143.2% | +128.1% | +15.1% | +79.7% |
| All | +640.9% | +964.1% | -323.1% | +245.8% |
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 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