+215.2%
XLY vs HSY
+128.6%
+86.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.2% | -5.2% | +1.0% | -2.9% |
| 3M | -2.7% | -3.4% | +0.7% | -2.0% |
| 6M | -0.6% | -19.2% | +18.6% | +4.4% |
| YTD | -5.0% | -2.6% | -2.4% | -5.4% |
| 1Y | -4.1% | -3.8% | -0.3% | -4.4% |
| 3Y | +33.6% | -10.6% | +44.2% | +34.2% |
| 5Y | +28.7% | +12.3% | +16.4% | +16.8% |
| All | +215.2% | +128.6% | +86.6% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling