+513.3%
XRT vs HSY
+419.7%
+93.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +0.8% | -3.3% | +4.1% | +2.1% |
| 30D | -4.2% | -2.8% | -1.4% | -3.2% |
| 3M | +5.1% | -4.5% | +9.6% | +6.6% |
| 6M | +2.4% | -24.2% | +26.6% | +13.6% |
| YTD | +3.2% | -2.7% | +5.9% | +2.8% |
| 1Y | +1.5% | -3.7% | +5.3% | +1.2% |
| 3Y | +40.6% | -11.5% | +52.0% | +41.3% |
| 5Y | -1.0% | +10.3% | -11.3% | -12.0% |
| 10Y | +128.4% | +122.1% | +6.3% | +37.7% |
| All | +513.3% | +419.7% | +93.6% | +77.8% |
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 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