+1,490.9%
HWM vs HSY
+127.3%
+1,363.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +11.1% | -2.3% | +13.5% | +11.9% |
| 30D | +3.0% | +6.3% | -3.3% | +0.5% |
| 3M | -20.7% | -5.2% | -15.5% | -19.7% |
| 6M | -17.2% | -8.3% | -8.9% | -15.7% |
| YTD | +9.1% | -2.7% | +11.7% | +8.1% |
| 1Y | +9.0% | +0.1% | +8.9% | +6.9% |
| 3Y | +353.8% | -1.0% | +354.9% | +327.5% |
| 5Y | +608.0% | +10.6% | +597.4% | +505.8% |
| All | +1,490.9% | +127.3% | +1,363.6% | +776.0% |
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