+171.7%
IWM vs HSY
+124.3%
+47.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -1.1% | -3.0% | +1.8% | -0.4% |
| 30D | -3.1% | -5.0% | +1.9% | -1.9% |
| 3M | +2.2% | -1.3% | +3.5% | +2.2% |
| 6M | +15.1% | -21.5% | +36.6% | +22.1% |
| YTD | +18.6% | -3.3% | +21.8% | +18.1% |
| 1Y | +24.0% | -5.5% | +29.5% | +24.0% |
| 3Y | +63.7% | -9.9% | +73.6% | +63.6% |
| 5Y | +38.2% | +11.3% | +26.8% | +24.4% |
| 10Y | +171.7% | +128.1% | +43.6% | +103.6% |
| All | +171.7% | +124.3% | +47.4% | +103.6% |
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 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