+73.4%
IWF vs HSY
+12.8%
+60.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -1.8% | -3.4% | +1.6% | -1.7% |
| 3M | +1.5% | -0.5% | +2.0% | +1.4% |
| 6M | +7.7% | -19.1% | +26.9% | +9.0% |
| YTD | +2.7% | -2.1% | +4.8% | +2.4% |
| 1Y | +6.8% | -3.2% | +10.0% | +6.5% |
| 3Y | +76.9% | -8.8% | +85.7% | +78.8% |
| 5Y | +73.4% | +13.0% | +60.4% | +67.5% |
| All | +73.4% | +12.8% | +60.6% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling