+126.5%
HSY vs WCC
+541.6%
-415.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.9% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | -5.2% | -2.1% | -3.1% | -5.1% |
| 3M | -3.4% | +3.8% | -7.2% | -4.0% |
| 6M | -19.2% | +35.0% | -54.2% | -21.9% |
| YTD | -2.6% | +46.4% | -49.0% | -6.8% |
| 1Y | -3.8% | +63.0% | -66.8% | -9.0% |
| 3Y | -10.6% | +133.9% | -144.6% | -20.8% |
| 5Y | +12.3% | +226.5% | -214.2% | -7.8% |
| All | +126.5% | +541.6% | -415.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling