+1,096.1%
XLY vs HSY
+977.4%
+118.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.8% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | -6.1% | -3.4% | -2.7% | -5.1% |
| 3M | -1.2% | -0.5% | -0.6% | -1.3% |
| 6M | -1.8% | -19.1% | +17.4% | +4.3% |
| YTD | -5.9% | -2.1% | -3.8% | -6.4% |
| 1Y | -3.1% | -3.2% | +0.1% | -3.5% |
| 3Y | +36.0% | -8.8% | +44.8% | +34.8% |
| 5Y | +27.6% | +13.0% | +14.6% | +16.2% |
| 10Y | +216.8% | +130.9% | +85.9% | +122.0% |
| All | +1,096.1% | +977.4% | +118.7% | +410.2% |
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