+11.3%
HSY vs WAB
+224.0%
-212.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -5.0% | -4.6% | -0.5% | -4.7% |
| 3M | -1.3% | +5.6% | -6.9% | -1.9% |
| 6M | -21.5% | +13.8% | -35.3% | -22.6% |
| YTD | -3.3% | +31.9% | -35.1% | -5.8% |
| 1Y | -5.5% | +48.3% | -53.8% | -9.0% |
| 3Y | -9.9% | +167.1% | -177.1% | -21.0% |
| 5Y | +11.3% | +222.9% | -211.5% | -6.0% |
| All | +11.3% | +224.0% | -212.6% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling