+30.8%
XLV vs HSY
-9.3%
+40.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.8% | -5.2% | +3.4% | -0.9% |
| 3M | +7.8% | -3.4% | +11.2% | +8.3% |
| 6M | +9.1% | -19.2% | +28.3% | +12.6% |
| YTD | +7.7% | -2.6% | +10.4% | +7.8% |
| 1Y | +20.4% | -3.8% | +24.2% | +20.6% |
| 3Y | +30.8% | -10.6% | +41.4% | +29.8% |
| All | +30.8% | -9.3% | +40.1% | +29.8% |
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 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