-2.1%
HSY vs WSM
+260.3%
-262.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +6.1% | +5.1% | +1.0% | +5.7% |
| 3M | -5.6% | +5.1% | -10.7% | -6.0% |
| 6M | -9.5% | +48.6% | -58.1% | -11.6% |
| YTD | -2.1% | +44.2% | -46.3% | -4.3% |
| 1Y | +0.8% | +38.1% | -37.3% | -1.3% |
| 3Y | -2.1% | +257.2% | -259.4% | -17.4% |
| All | -2.1% | +260.3% | -262.4% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling