+4,325.0%
HSY vs WST
+12,330.1%
-8,005.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -2.8% | -3.1% | +0.3% | -2.4% |
| 3M | -4.5% | +7.2% | -11.7% | -5.6% |
| 6M | -24.2% | +36.8% | -61.0% | -27.9% |
| YTD | -2.7% | +23.8% | -26.6% | -6.2% |
| 1Y | -3.7% | +37.8% | -41.5% | -8.9% |
| 3Y | -11.5% | -15.9% | +4.4% | -13.0% |
| 5Y | +10.3% | -25.8% | +36.2% | +8.7% |
| 10Y | +122.1% | +319.6% | -197.5% | +58.8% |
| All | +4,325.0% | +12,330.1% | -8,005.1% | +1,837.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling