+125.0%
HSY vs WST
+321.8%
-196.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -4.2% | -4.6% | +0.4% | -3.7% |
| 3M | -0.7% | +5.7% | -6.4% | -1.5% |
| 6M | -21.8% | +37.6% | -59.4% | -25.2% |
| YTD | -2.7% | +23.0% | -25.7% | -5.6% |
| 1Y | -4.8% | +33.8% | -38.7% | -9.0% |
| 3Y | -9.4% | -13.4% | +4.0% | -10.7% |
| 5Y | +11.3% | -27.0% | +38.2% | +13.1% |
| 10Y | +125.0% | +324.5% | -199.5% | +43.2% |
| All | +125.0% | +321.8% | -196.8% | +43.2% |
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