+124.4%
HSY vs WCC
+431.3%
-306.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.7% |
| 7D | -2.1% | +9.9% | -12.1% | -2.8% |
| 30D | +6.1% | -8.4% | +14.6% | +6.5% |
| 3M | -5.6% | -10.3% | +4.7% | -5.3% |
| 6M | -9.5% | -10.5% | +0.9% | -9.5% |
| YTD | -2.1% | +32.2% | -34.3% | -5.9% |
| 1Y | +0.8% | +25.5% | -24.8% | -2.8% |
| 3Y | -2.1% | +134.7% | -136.8% | -14.1% |
| 5Y | +11.2% | +139.9% | -128.7% | -5.5% |
| All | +124.4% | +431.3% | -306.9% | +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