+76.6%
IWF vs HSY
-9.9%
+86.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.5% |
| 7D | +0.5% | -3.0% | +3.5% | +0.4% |
| 30D | -1.4% | -5.0% | +3.7% | -1.6% |
| 3M | +0.4% | -1.3% | +1.8% | +0.4% |
| 6M | +8.5% | -21.5% | +30.0% | +7.6% |
| YTD | +3.7% | -3.3% | +6.9% | +3.6% |
| 1Y | +8.5% | -5.5% | +14.0% | +8.5% |
| All | +76.6% | -9.9% | +86.5% | +81.0% |
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 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