+126.5%
HSY vs WSM
+1,071.8%
-945.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -5.2% | -7.7% | +2.5% | -4.5% |
| 3M | -3.4% | +3.8% | -7.2% | -3.8% |
| 6M | -19.2% | +22.7% | -41.9% | -20.9% |
| YTD | -2.6% | +28.0% | -30.6% | -5.3% |
| 1Y | -3.8% | +12.7% | -16.5% | -5.3% |
| 3Y | -10.6% | +231.3% | -241.9% | -23.5% |
| 5Y | +12.3% | +177.2% | -164.9% | -3.9% |
| All | +126.5% | +1,071.8% | -945.3% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling