+561.8%
GWW vs HSY
+128.6%
+433.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -1.9% | -5.2% | +3.3% | -0.3% |
| 3M | -2.4% | -3.4% | +1.0% | -1.8% |
| 6M | +15.7% | -19.2% | +34.9% | +23.3% |
| YTD | +27.6% | -2.6% | +30.2% | +27.0% |
| 1Y | +27.2% | -3.8% | +31.0% | +26.7% |
| 3Y | +89.7% | -10.6% | +100.3% | +90.3% |
| 5Y | +223.9% | +12.3% | +211.6% | +192.4% |
| All | +561.8% | +128.6% | +433.2% | +408.7% |
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