+298.2%
WBD vs HSY
+380.1%
-81.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -1.8% | -3.3% | +1.5% | -0.6% |
| 30D | +8.8% | -2.8% | +11.6% | +9.8% |
| 3M | +4.6% | -4.5% | +9.1% | +5.9% |
| 6M | +1.1% | -24.2% | +25.3% | +11.0% |
| YTD | -2.0% | -2.7% | +0.8% | -2.5% |
| 1Y | +140.0% | -3.7% | +143.8% | +138.2% |
| 3Y | +144.4% | -11.5% | +155.8% | +146.0% |
| 5Y | -0.2% | +10.3% | -10.6% | -9.7% |
| 10Y | +9.1% | +122.1% | -113.0% | -29.8% |
| All | +298.2% | +380.1% | -81.9% | +46.4% |
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