+1,062.8%
HSY vs IWD
+726.5%
+336.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -2.8% | +0.6% | -3.4% | -3.1% |
| 3M | -4.5% | +7.2% | -11.7% | -7.8% |
| 6M | -24.2% | +16.2% | -40.4% | -29.8% |
| YTD | -2.7% | +23.3% | -26.1% | -12.5% |
| 1Y | -3.7% | +29.6% | -33.3% | -15.6% |
| 3Y | -11.5% | +70.5% | -81.9% | -32.7% |
| 5Y | +10.3% | +73.5% | -63.1% | -17.7% |
| 10Y | +122.1% | +198.3% | -76.2% | +24.6% |
| All | +1,062.8% | +726.5% | +336.3% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling