+124.4%
HSY vs WAB
+266.7%
-142.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -2.1% | +5.1% | -7.2% | -2.8% |
| 30D | +6.1% | +4.0% | +2.1% | +5.4% |
| 3M | -5.6% | +0.1% | -5.7% | -5.8% |
| 6M | -9.5% | +12.8% | -22.3% | -11.3% |
| YTD | -2.1% | +40.1% | -42.2% | -7.0% |
| 1Y | +0.8% | +46.4% | -45.6% | -4.8% |
| 3Y | -2.1% | +167.4% | -169.5% | -16.6% |
| 5Y | +11.2% | +215.0% | -203.8% | -8.5% |
| All | +124.4% | +266.7% | -142.2% | +58.0% |
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