+1,095.9%
HSY vs IWD
+728.9%
+366.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +7.5% | -0.5% | +8.0% | +7.8% |
| 30D | +11.1% | +2.7% | +8.4% | +9.6% |
| 3M | -1.9% | +0.9% | -2.8% | -2.4% |
| 6M | -3.0% | +10.5% | -13.5% | -7.8% |
| YTD | 0.0% | +23.7% | -23.7% | -10.2% |
| 1Y | +9.4% | +28.7% | -19.3% | -3.7% |
| 3Y | +3.8% | +79.7% | -76.0% | -23.2% |
| 5Y | +15.2% | +69.7% | -54.5% | -13.1% |
| 10Y | +126.9% | +211.4% | -84.6% | +24.7% |
| All | +1,095.9% | +728.9% | +366.9% | +314.3% |
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