+0.8%
HSY vs WAB
+42.5%
-41.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -2.1% | +5.1% | -7.2% | -2.0% |
| 30D | +6.1% | +4.0% | +2.1% | +6.1% |
| 3M | -5.6% | +0.1% | -5.7% | -5.4% |
| 6M | -9.5% | +12.8% | -22.3% | -10.3% |
| YTD | -2.1% | +40.1% | -42.2% | -4.8% |
| 1Y | +0.8% | +46.4% | -45.6% | -2.3% |
| All | +0.8% | +42.5% | -41.7% | -2.3% |
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 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