+8.3%
HSY vs WAB
+46.5%
-38.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.1% |
| 7D | +6.6% | +4.5% | +2.0% | +6.5% |
| 30D | +8.4% | +1.1% | +7.3% | +8.4% |
| 3M | -1.8% | -1.3% | -0.5% | -1.6% |
| 6M | -2.6% | +12.7% | -15.4% | -3.8% |
| YTD | -2.0% | +38.7% | -40.6% | -5.1% |
| 1Y | +8.3% | +44.9% | -36.6% | +4.8% |
| All | +8.3% | +46.5% | -38.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling