+3.8%
HSY vs WST
+19.1%
-15.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +7.5% | -3.1% | +10.6% | +7.7% |
| 30D | +11.1% | +9.1% | +2.0% | +10.5% |
| 3M | -1.9% | +14.7% | -16.6% | -2.7% |
| 6M | -3.0% | +28.0% | -31.0% | -4.3% |
| YTD | 0.0% | +45.6% | -45.6% | -2.2% |
| 1Y | +9.4% | +45.7% | -36.2% | +7.0% |
| 3Y | +3.8% | +21.1% | -17.3% | -2.9% |
| All | +3.8% | +19.1% | -15.3% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling