+36.1%
WAT vs HSY
+12.9%
+23.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.8% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | +9.9% | +6.6% | +3.3% | +8.0% |
| 3M | +17.2% | -4.1% | +21.3% | +18.1% |
| 6M | +34.2% | -5.2% | +39.5% | +35.1% |
| YTD | +25.5% | -2.5% | +28.1% | +24.2% |
| 1Y | +28.3% | +4.7% | +23.5% | +23.8% |
| 3Y | +88.4% | +0.6% | +87.8% | +81.4% |
| 5Y | +36.1% | +11.7% | +24.5% | +22.9% |
| All | +36.1% | +12.9% | +23.2% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling