+228.3%
WAT vs HSY
+128.6%
+99.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | +5.4% | +6.1% | -0.7% | +3.0% |
| 3M | +11.3% | -5.6% | +16.9% | +12.9% |
| 6M | +37.4% | -9.5% | +47.0% | +40.8% |
| YTD | +21.2% | -2.1% | +23.3% | +19.6% |
| 1Y | +21.3% | +0.8% | +20.6% | +18.4% |
| 3Y | +83.4% | -2.1% | +85.5% | +77.6% |
| 5Y | +29.0% | +11.2% | +17.7% | +16.8% |
| All | +228.3% | +128.6% | +99.7% | +129.8% |
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