+144.3%
IWM vs HSY
+127.3%
+17.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.2% |
| 7D | +2.8% | -2.3% | +5.1% | +3.3% |
| 30D | +0.6% | +6.3% | -5.7% | -1.1% |
| 3M | -7.8% | -5.2% | -2.6% | -6.8% |
| 6M | -1.0% | -8.3% | +7.3% | +0.6% |
| YTD | +13.9% | -2.7% | +16.5% | +13.0% |
| 1Y | +15.4% | +0.1% | +15.3% | +13.5% |
| 3Y | +70.2% | -1.0% | +71.3% | +63.8% |
| 5Y | +23.7% | +10.6% | +13.1% | +11.3% |
| All | +144.3% | +127.3% | +17.0% | +78.1% |
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