-5.1%
WAT vs HSY
+13.1%
-18.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -0.7% | -1.6% | +0.8% | -0.3% |
| 30D | -1.0% | -4.2% | +3.3% | +0.1% |
| 3M | +10.9% | -0.7% | +11.6% | +10.7% |
| 6M | +33.2% | -21.8% | +55.0% | +41.7% |
| YTD | +6.1% | -2.7% | +8.7% | +5.3% |
| 1Y | +30.2% | -4.8% | +35.1% | +29.9% |
| 3Y | +52.9% | -9.4% | +62.2% | +52.8% |
| 5Y | -5.1% | +11.3% | -16.4% | -11.5% |
| All | -5.1% | +13.1% | -18.3% | -11.5% |
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 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