+1,388.5%
HWM vs HSY
+121.1%
+1,267.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +3.4% | +7.5% | -4.1% | +0.9% |
| 30D | -7.5% | +11.1% | -18.6% | -11.0% |
| 3M | -28.9% | -1.9% | -26.9% | -28.7% |
| 6M | -19.6% | -3.0% | -16.6% | -19.6% |
| YTD | +0.6% | 0.0% | +0.6% | -1.0% |
| 1Y | +0.3% | +9.4% | -9.1% | -4.6% |
| 3Y | +326.1% | +3.8% | +322.4% | +294.2% |
| 5Y | +525.2% | +15.2% | +510.0% | +427.9% |
| 10Y | +1,492.9% | +126.9% | +1,366.0% | +872.0% |
| All | +1,388.5% | +121.1% | +1,267.4% | +796.1% |
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