+1,573.3%
HWM vs HSY
+115.1%
+1,458.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.1% | -10.8% | -10.7% |
| 7D | -9.2% | -1.6% | -7.6% | -8.7% |
| 30D | -17.9% | -4.2% | -13.6% | -16.8% |
| 3M | -6.0% | -0.7% | -5.3% | -6.4% |
| 6M | -7.4% | -21.8% | +14.4% | 0.0% |
| YTD | +13.1% | -2.7% | +15.8% | +12.7% |
| 1Y | +29.3% | -4.8% | +34.1% | +29.3% |
| 3Y | +389.9% | -9.4% | +399.3% | +386.4% |
| 5Y | +655.5% | +11.3% | +644.3% | +547.3% |
| All | +1,573.3% | +115.1% | +1,458.2% | +919.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling