+967.2%
AWK vs HSY
+678.4%
+288.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +2.2% | -1.6% | +3.7% | +2.8% |
| 30D | +4.4% | -4.2% | +8.7% | +6.2% |
| 3M | +15.4% | -0.7% | +16.1% | +15.5% |
| 6M | +3.5% | -21.8% | +25.3% | +13.7% |
| YTD | +9.8% | -2.7% | +12.5% | +9.7% |
| 1Y | +3.0% | -4.8% | +7.8% | +3.5% |
| 3Y | +9.7% | -9.4% | +19.0% | +10.4% |
| 5Y | -17.2% | +11.3% | -28.4% | -24.0% |
| 10Y | +126.1% | +125.0% | +1.0% | +59.8% |
| All | +967.2% | +678.4% | +288.8% | +384.0% |
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