+128.1%
HSY vs IWD
+195.0%
-66.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -3.0% | -1.2% | -1.8% | -2.3% |
| 30D | -5.0% | -1.6% | -3.4% | -4.2% |
| 3M | -1.3% | +7.0% | -8.3% | -4.9% |
| 6M | -21.5% | +17.0% | -38.5% | -28.1% |
| YTD | -3.3% | +21.6% | -24.9% | -13.4% |
| 1Y | -5.5% | +28.0% | -33.5% | -17.8% |
| 3Y | -9.9% | +70.6% | -80.5% | -34.1% |
| 5Y | +11.3% | +73.3% | -62.0% | -20.2% |
| 10Y | +128.1% | +200.5% | -72.4% | +14.4% |
| All | +128.1% | +195.0% | -66.9% | +14.4% |
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