+65.5%
IWF vs HSY
-0.5%
+65.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +2.8% | -2.1% | +4.9% | +2.6% |
| 30D | -7.5% | +6.1% | -13.6% | -7.1% |
| 3M | -8.5% | -5.6% | -2.9% | -8.7% |
| 6M | -7.4% | -9.5% | +2.1% | -7.6% |
| YTD | -2.6% | -2.1% | -0.5% | -2.4% |
| 1Y | -1.8% | +0.8% | -2.6% | -1.5% |
| 3Y | +65.5% | -2.1% | +67.6% | +65.6% |
| All | +65.5% | -0.5% | +65.9% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling