+436.4%
HSY vs WU
-19.6%
+456.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -2.8% | -1.1% | -1.7% | -2.6% |
| 3M | -4.5% | -3.9% | -0.6% | -4.4% |
| 6M | -24.2% | -20.7% | -3.6% | -21.3% |
| YTD | -2.7% | -18.4% | +15.6% | +0.3% |
| 1Y | -3.7% | -8.1% | +4.3% | -3.6% |
| 3Y | -11.5% | -24.2% | +12.7% | -8.8% |
| 5Y | +10.3% | -50.4% | +60.8% | +22.4% |
| 10Y | +122.1% | -40.0% | +162.2% | +130.8% |
| All | +436.4% | -19.6% | +456.0% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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