+12.0%
HSY vs WTW
+42.0%
-30.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.1% | -5.7% | +5.8% | +1.0% |
| 30D | -5.2% | -7.3% | +2.1% | -4.1% |
| 3M | -3.4% | +21.5% | -24.9% | -6.2% |
| 6M | -19.2% | +9.6% | -28.8% | -20.5% |
| YTD | -2.6% | -3.3% | +0.6% | -2.8% |
| 1Y | -3.8% | -6.1% | +2.4% | -3.5% |
| 3Y | -10.6% | +61.8% | -72.5% | -18.7% |
| All | +12.0% | +42.0% | -30.0% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling