+124.4%
HSY vs IWD
+203.0%
-78.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.4% |
| 7D | -2.1% | +2.3% | -4.4% | -3.4% |
| 30D | +6.1% | +3.6% | +2.5% | +4.0% |
| 3M | -5.6% | +2.2% | -7.8% | -6.8% |
| 6M | -9.5% | +13.0% | -22.5% | -15.6% |
| YTD | -2.1% | +26.5% | -28.6% | -14.3% |
| 1Y | +0.8% | +30.1% | -29.4% | -13.2% |
| 3Y | -2.1% | +84.9% | -87.0% | -31.6% |
| 5Y | +11.2% | +73.4% | -62.1% | -20.2% |
| All | +124.4% | +203.0% | -78.6% | +12.7% |
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