+124.8%
XRT vs HSY
+124.3%
+0.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.4% | -3.0% | +0.5% | -1.6% |
| 30D | -6.9% | -5.0% | -1.9% | -5.6% |
| 3M | -0.4% | -1.3% | +0.9% | -0.2% |
| 6M | +2.2% | -21.5% | +23.7% | +8.7% |
| YTD | -0.7% | -3.3% | +2.6% | -0.8% |
| 1Y | -2.0% | -5.5% | +3.5% | -1.6% |
| 3Y | +41.0% | -9.9% | +51.0% | +41.5% |
| 5Y | -3.3% | +11.3% | -14.6% | -11.6% |
| 10Y | +124.8% | +128.1% | -3.2% | +67.2% |
| All | +124.8% | +124.3% | +0.5% | +67.2% |
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