+167.9%
WAT vs HSY
+124.3%
+43.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.8% | -3.0% | +1.2% | -0.8% |
| 30D | -1.7% | -5.0% | +3.3% | -0.1% |
| 3M | +9.1% | -1.3% | +10.4% | +9.1% |
| 6M | +32.4% | -21.5% | +53.9% | +42.7% |
| YTD | +6.6% | -3.3% | +9.8% | +6.1% |
| 1Y | +34.7% | -5.5% | +40.2% | +34.9% |
| 3Y | +53.6% | -9.9% | +63.5% | +54.1% |
| 5Y | -4.1% | +11.3% | -15.4% | -12.6% |
| 10Y | +167.9% | +128.1% | +39.8% | +107.5% |
| All | +167.9% | +124.3% | +43.6% | +107.5% |
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 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