-9.4%
HSY vs WAB
+168.6%
-177.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -1.6% | +1.7% | -3.2% | -1.6% |
| 30D | -4.2% | -2.4% | -1.8% | -4.2% |
| 3M | -0.7% | +9.7% | -10.4% | -1.2% |
| 6M | -21.8% | +16.5% | -38.3% | -22.4% |
| YTD | -2.7% | +33.7% | -36.4% | -3.9% |
| 1Y | -4.8% | +49.7% | -54.5% | -6.3% |
| 3Y | -9.4% | +170.9% | -180.3% | -23.8% |
| All | -9.4% | +168.6% | -177.9% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling