-2.1%
HSY vs WST
+24.3%
-26.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.5% |
| 7D | -2.1% | +4.2% | -6.4% | -2.3% |
| 30D | +6.1% | +11.2% | -5.1% | +5.5% |
| 3M | -5.6% | +20.4% | -26.0% | -6.6% |
| 6M | -9.5% | +37.9% | -47.4% | -11.1% |
| YTD | -2.1% | +51.8% | -53.9% | -4.4% |
| 1Y | +0.8% | +56.6% | -55.8% | -1.8% |
| 3Y | -2.1% | +24.2% | -26.3% | -9.1% |
| All | -2.1% | +24.3% | -26.5% | -9.1% |
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