+1,484.2%
HWM vs HSY
+116.0%
+1,368.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.8% | +3.8% | -5.6% | -3.1% |
| 30D | -2.7% | +6.9% | -9.6% | -5.2% |
| 3M | -22.7% | -4.1% | -18.7% | -22.1% |
| 6M | -18.9% | -5.0% | -14.0% | -18.5% |
| YTD | +7.1% | -2.3% | +9.4% | +6.1% |
| 1Y | +4.7% | +6.1% | -1.4% | +0.5% |
| 3Y | +345.6% | -0.7% | +346.3% | +319.7% |
| 5Y | +588.3% | +9.9% | +578.4% | +493.8% |
| 10Y | +1,516.2% | +127.8% | +1,388.4% | +910.2% |
| All | +1,484.2% | +116.0% | +1,368.3% | +860.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling