+551.0%
XRT vs HSY
+420.7%
+130.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.2% | +4.7% |
| 7D | +2.5% | +1.3% | +1.2% | +1.9% |
| 30D | +10.3% | +6.6% | +3.7% | +7.4% |
| 3M | +2.4% | -4.1% | +6.5% | +3.9% |
| 6M | +10.0% | -5.2% | +15.2% | +11.5% |
| YTD | +9.5% | -2.5% | +12.1% | +8.8% |
| 1Y | +17.2% | +4.7% | +12.4% | +12.8% |
| 3Y | +62.0% | +0.6% | +61.4% | +53.4% |
| 5Y | -2.1% | +11.7% | -13.8% | -13.5% |
| 10Y | +152.6% | +120.0% | +32.6% | +53.0% |
| All | +551.0% | +420.7% | +130.3% | +88.3% |
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 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