+123.2%
HSY vs WST
+449.7%
-326.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.3% | +4.9% | -7.2% | -2.9% |
| 30D | +6.3% | +10.7% | -4.4% | +4.8% |
| 3M | -5.2% | +16.8% | -22.0% | -7.2% |
| 6M | -8.3% | +32.0% | -40.3% | -11.7% |
| YTD | -2.7% | +49.9% | -52.6% | -8.1% |
| 1Y | +0.1% | +50.6% | -50.5% | -5.6% |
| 3Y | -1.0% | +21.4% | -22.5% | -7.4% |
| 5Y | +10.6% | -0.6% | +11.2% | +6.6% |
| All | +123.2% | +449.7% | -326.5% | +35.4% |
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