+128.5%
AWK vs HSY
+128.6%
-0.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +2.1% | -5.2% | +7.2% | +4.6% |
| 3M | +11.4% | -3.4% | +14.8% | +12.9% |
| 6M | +3.9% | -19.2% | +23.1% | +14.2% |
| YTD | +7.7% | -2.6% | +10.3% | +7.3% |
| 1Y | +1.3% | -3.8% | +5.1% | +1.1% |
| 3Y | +7.2% | -10.6% | +17.8% | +8.7% |
| 5Y | -17.0% | +12.3% | -29.3% | -27.4% |
| All | +128.5% | +128.6% | -0.1% | +47.1% |
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