+413.4%
IWF vs HSY
+128.6%
+284.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.7% | -5.2% | +3.5% | -0.6% |
| 3M | +0.7% | -3.4% | +4.1% | +1.1% |
| 6M | +8.6% | -19.2% | +27.8% | +13.6% |
| YTD | +3.5% | -2.6% | +6.2% | +2.8% |
| 1Y | +7.0% | -3.8% | +10.8% | +6.3% |
| 3Y | +76.3% | -10.6% | +87.0% | +76.4% |
| 5Y | +74.8% | +12.3% | +62.5% | +56.7% |
| All | +413.4% | +128.6% | +284.8% | +285.2% |
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 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