+141.1%
XRT vs HSY
+131.3%
+9.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | +9.8% | +7.7% | +2.1% | +7.4% |
| 3M | +3.3% | -2.3% | +5.6% | +3.8% |
| 6M | +13.6% | -5.3% | +18.9% | +14.8% |
| YTD | +9.1% | -0.9% | +9.9% | +8.1% |
| 1Y | +15.1% | +5.2% | +9.8% | +12.0% |
| 3Y | +59.9% | +0.7% | +59.2% | +54.4% |
| 5Y | -1.7% | +12.2% | -13.9% | -10.4% |
| 10Y | +141.1% | +131.1% | +10.0% | +73.2% |
| All | +141.1% | +131.3% | +9.9% | +73.2% |
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 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