+12,353.6%
WAT vs HSY
+2,195.9%
+10,157.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +9.0% | +7.7% | +1.3% | +6.6% |
| 3M | +13.5% | -2.3% | +15.8% | +13.7% |
| 6M | +35.3% | -5.3% | +40.6% | +36.1% |
| YTD | +24.0% | -0.9% | +24.9% | +22.6% |
| 1Y | +22.0% | +5.2% | +16.7% | +18.6% |
| 3Y | +84.0% | +0.7% | +83.3% | +79.1% |
| 5Y | +34.4% | +12.2% | +22.1% | +26.5% |
| 10Y | +231.4% | +131.1% | +100.3% | +159.4% |
| All | +12,353.6% | +2,195.9% | +10,157.7% | +5,918.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling