+127.8%
HSY vs WPM
+545.0%
-417.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.5% |
| 7D | -0.4% | -3.6% | +3.2% | -0.1% |
| 30D | -3.4% | +12.5% | -15.9% | -4.4% |
| 3M | -0.5% | +40.6% | -41.1% | -3.4% |
| 6M | -19.1% | +0.5% | -19.7% | -19.5% |
| YTD | -2.1% | +29.0% | -31.1% | -5.0% |
| 1Y | -3.2% | +43.8% | -47.0% | -7.2% |
| 3Y | -8.8% | +266.3% | -275.1% | -20.8% |
| 5Y | +13.0% | +255.1% | -242.2% | -2.6% |
| All | +127.8% | +545.0% | -417.2% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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