+126.5%
HSY vs WAB
+296.8%
-170.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -5.2% | -4.1% | -1.1% | -4.7% |
| 3M | -3.4% | +8.2% | -11.6% | -4.6% |
| 6M | -19.2% | +15.4% | -34.6% | -21.0% |
| YTD | -2.6% | +33.1% | -35.8% | -6.7% |
| 1Y | -3.8% | +48.1% | -51.8% | -9.1% |
| 3Y | -10.6% | +167.7% | -178.3% | -23.7% |
| 5Y | +12.3% | +225.7% | -213.4% | -7.9% |
| All | +126.5% | +296.8% | -170.3% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling