+127.8%
HSY vs WST
+446.4%
-318.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.8% | +1.4% | +2.5% | +3.6% |
| 30D | +6.9% | +12.7% | -5.8% | +5.2% |
| 3M | -4.1% | +17.2% | -21.2% | -6.1% |
| 6M | -5.0% | +26.7% | -31.7% | -8.0% |
| YTD | -2.3% | +50.3% | -52.6% | -7.8% |
| 1Y | +6.1% | +50.2% | -44.1% | +0.1% |
| 3Y | -0.7% | +21.7% | -22.4% | -7.1% |
| 5Y | +9.9% | +2.0% | +7.8% | +5.2% |
| 10Y | +127.8% | +451.1% | -323.3% | +39.4% |
| All | +127.8% | +446.4% | -318.6% | +39.4% |
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