+4,353.6%
HSY vs WSM
+38,955.0%
-34,601.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 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% | -12.4% |
| YTD | -2.1% | +44.2% | -46.3% | -5.1% |
| 1Y | +0.8% | +38.1% | -37.3% | -2.0% |
| 3Y | -2.1% | +257.2% | -259.4% | -13.0% |
| 5Y | +11.2% | +165.1% | -153.9% | -0.4% |
| 10Y | +128.3% | +1,123.6% | -995.3% | +75.4% |
| All | +4,353.6% | +38,955.0% | -34,601.3% | +2,359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling