+442.3%
WELL vs HSY
+128.6%
+313.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.1% | -2.1% | +2.3% | +1.0% |
| 30D | +5.7% | +6.1% | -0.4% | +2.7% |
| 3M | +4.6% | -5.6% | +10.3% | +7.0% |
| 6M | +11.9% | -9.5% | +21.4% | +16.2% |
| YTD | +33.6% | -2.1% | +35.7% | +32.5% |
| 1Y | +29.8% | +0.8% | +29.0% | +26.8% |
| 3Y | +202.2% | -2.1% | +204.3% | +186.8% |
| 5Y | +223.2% | +11.2% | +212.0% | +168.5% |
| All | +442.3% | +128.6% | +313.7% | +208.4% |
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 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