+120.0%
HSY vs IWD
+212.1%
-92.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.7% |
| 7D | +1.3% | +1.3% | 0.0% | +0.5% |
| 30D | +6.6% | +3.6% | +3.0% | +4.5% |
| 3M | -4.1% | +2.3% | -6.4% | -5.4% |
| 6M | -5.2% | +13.0% | -18.3% | -11.6% |
| YTD | -2.5% | +26.2% | -28.7% | -14.6% |
| 1Y | +4.7% | +30.5% | -25.7% | -9.9% |
| 3Y | +0.6% | +86.2% | -85.6% | -30.0% |
| 5Y | +11.7% | +72.9% | -61.2% | -19.7% |
| 10Y | +120.0% | +205.0% | -85.1% | +13.1% |
| All | +120.0% | +212.1% | -92.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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