+1,188.5%
WDC vs HSY
+128.6%
+1,059.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -1.5% | -5.2% | +3.7% | -0.9% |
| 3M | -15.5% | -3.4% | -12.1% | -15.7% |
| 6M | +66.5% | -19.2% | +85.7% | +72.2% |
| YTD | +159.9% | -2.6% | +162.5% | +156.3% |
| 1Y | +366.0% | -3.8% | +369.7% | +359.3% |
| 3Y | +1,285.8% | -10.6% | +1,296.4% | +1,270.9% |
| 5Y | +925.6% | +12.3% | +913.3% | +780.3% |
| All | +1,188.5% | +128.6% | +1,059.9% | +838.9% |
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 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