+126.5%
HSY vs WCN
+235.9%
-109.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +0.1% | -3.1% | +3.2% | +1.4% |
| 30D | -5.2% | -3.4% | -1.8% | -3.8% |
| 3M | -3.4% | +3.0% | -6.4% | -4.6% |
| 6M | -19.2% | -3.8% | -15.4% | -18.2% |
| YTD | -2.6% | -8.3% | +5.7% | +0.3% |
| 1Y | -3.8% | -9.7% | +6.0% | -0.3% |
| 3Y | -10.6% | +17.2% | -27.8% | -19.3% |
| 5Y | +12.3% | +25.3% | -13.0% | -3.5% |
| All | +126.5% | +235.9% | -109.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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