-9.4%
HSY vs WCC
+137.6%
-147.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | -1.6% | +8.5% | -10.0% | -1.3% |
| 30D | -4.2% | -1.0% | -3.3% | -4.2% |
| 3M | -0.7% | +2.1% | -2.8% | -0.5% |
| 6M | -21.8% | +36.8% | -58.6% | -21.6% |
| YTD | -2.7% | +47.7% | -50.4% | -2.3% |
| 1Y | -4.8% | +66.5% | -71.3% | -4.4% |
| 3Y | -9.4% | +134.2% | -143.5% | -9.4% |
| All | -9.4% | +137.6% | -147.0% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling