+142.7%
WFC vs HSY
+130.0%
+12.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +2.3% | -3.4% | +5.7% | +3.2% |
| 3M | +9.8% | -0.5% | +10.3% | +9.5% |
| 6M | +15.6% | -19.1% | +34.7% | +22.2% |
| YTD | -2.4% | -2.1% | -0.4% | -3.3% |
| 1Y | +13.8% | -3.2% | +17.1% | +12.9% |
| 3Y | +134.6% | -8.8% | +143.5% | +132.8% |
| 5Y | +127.9% | +13.0% | +115.0% | +98.2% |
| All | +142.7% | +130.0% | +12.7% | +82.9% |
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