+143.5%
IWM vs HSY
+128.6%
+15.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.4% | -2.1% | +3.6% | +1.9% |
| 30D | +2.3% | +6.1% | -3.8% | +0.5% |
| 3M | -8.3% | -5.6% | -2.7% | -7.2% |
| 6M | -1.3% | -9.5% | +8.2% | +0.6% |
| YTD | +13.5% | -2.1% | +15.6% | +12.4% |
| 1Y | +18.4% | +0.8% | +17.6% | +16.2% |
| 3Y | +69.6% | -2.1% | +71.7% | +64.1% |
| 5Y | +23.3% | +11.2% | +12.0% | +10.8% |
| All | +143.5% | +128.6% | +15.0% | +77.3% |
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