+120.0%
HSY vs WST
+466.7%
-346.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.0% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +6.6% | +12.9% | -6.3% | +4.9% |
| 3M | -4.1% | +16.7% | -20.8% | -6.1% |
| 6M | -5.2% | +26.8% | -32.1% | -8.3% |
| YTD | -2.5% | +50.5% | -53.0% | -8.0% |
| 1Y | +4.7% | +52.9% | -48.1% | -1.4% |
| 3Y | +0.6% | +23.9% | -23.3% | -6.2% |
| 5Y | +11.7% | +1.0% | +10.7% | +7.2% |
| 10Y | +120.0% | +451.4% | -331.4% | +33.0% |
| All | +120.0% | +466.7% | -346.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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