+439.8%
HSY vs WU
-21.8%
+461.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | +6.1% | +11.4% | -5.3% | +3.8% |
| 3M | -5.6% | -6.8% | +1.2% | -4.4% |
| 6M | -9.5% | -14.6% | +5.1% | -7.4% |
| YTD | -2.1% | -20.6% | +18.5% | +1.4% |
| 1Y | +0.8% | -15.4% | +16.1% | +2.8% |
| 3Y | -2.1% | -23.6% | +21.5% | +0.7% |
| 5Y | +11.2% | -43.4% | +54.6% | +19.8% |
| 10Y | +128.3% | -38.8% | +167.1% | +135.9% |
| All | +439.8% | -21.8% | +461.7% | +376.5% |
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