+356.5%
WELL vs HSY
+124.3%
+232.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.3% |
| 7D | -1.1% | -3.0% | +1.8% | +0.2% |
| 30D | +0.7% | -5.0% | +5.8% | +3.0% |
| 3M | +14.5% | -1.3% | +15.8% | +14.8% |
| 6M | +14.4% | -21.5% | +35.9% | +26.8% |
| YTD | +28.5% | -3.3% | +31.7% | +28.5% |
| 1Y | +41.8% | -5.5% | +47.3% | +42.6% |
| 3Y | +202.8% | -9.9% | +212.7% | +202.8% |
| 5Y | +208.8% | +11.3% | +197.5% | +156.5% |
| 10Y | +356.5% | +128.1% | +228.5% | +168.7% |
| All | +356.5% | +124.3% | +232.2% | +168.7% |
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