-0.9%
HSY vs WAB
+174.5%
-175.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.1% | +3.1% | -2.0% | +1.1% |
| 30D | +7.7% | +6.4% | +1.2% | +7.6% |
| 3M | -2.3% | +2.2% | -4.5% | -2.2% |
| 6M | -5.3% | +13.7% | -19.0% | -5.6% |
| YTD | -0.9% | +43.0% | -43.9% | -1.8% |
| 1Y | +5.2% | +47.0% | -41.7% | +4.2% |
| All | -0.9% | +174.5% | -175.4% | -18.8% |
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