+2,516.9%
HSY vs WAB
+4,092.2%
-1,575.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -3.3% | -3.2% | -0.1% | -2.9% |
| 30D | -2.8% | -4.4% | +1.6% | -2.3% |
| 3M | -4.5% | +7.9% | -12.3% | -5.6% |
| 6M | -24.2% | +8.7% | -32.9% | -25.3% |
| YTD | -2.7% | +33.0% | -35.7% | -6.6% |
| 1Y | -3.7% | +46.7% | -50.4% | -8.8% |
| 3Y | -11.5% | +153.0% | -164.5% | -22.7% |
| 5Y | +10.3% | +222.3% | -211.9% | -7.5% |
| 10Y | +122.1% | +291.0% | -168.9% | +74.3% |
| All | +2,516.9% | +4,092.2% | -1,575.3% | +1,390.5% |
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