+2,566.5%
HSY vs WAB
+4,408.2%
-1,841.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.1% | +3.1% | -2.0% | +0.6% |
| 30D | +7.7% | +6.4% | +1.2% | +6.7% |
| 3M | -2.3% | +2.2% | -4.5% | -2.7% |
| 6M | -5.3% | +13.7% | -19.0% | -7.2% |
| YTD | -0.9% | +43.0% | -43.9% | -5.8% |
| 1Y | +5.2% | +47.0% | -41.7% | -0.4% |
| 3Y | +0.7% | +174.4% | -173.6% | -13.0% |
| 5Y | +12.2% | +222.2% | -210.0% | -6.0% |
| 10Y | +131.1% | +276.9% | -145.8% | +82.0% |
| All | +2,566.5% | +4,408.2% | -1,841.7% | +1,402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling