+4,328.1%
HSY vs WSM
+34,818.5%
-30,490.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | +2.6% | -4.1% | -1.7% |
| 30D | -4.2% | -9.5% | +5.3% | -3.5% |
| 3M | -0.7% | +12.9% | -13.6% | -1.7% |
| 6M | -21.8% | +23.0% | -44.8% | -23.1% |
| YTD | -2.7% | +28.9% | -31.6% | -4.8% |
| 1Y | -4.8% | +13.7% | -18.5% | -6.1% |
| 3Y | -9.4% | +232.6% | -242.0% | -19.0% |
| 5Y | +11.3% | +185.9% | -174.6% | -1.0% |
| 10Y | +125.0% | +998.6% | -873.6% | +74.3% |
| All | +4,328.1% | +34,818.5% | -30,490.5% | +2,367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling