+126.3%
WFC vs HSY
-0.5%
+126.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | +2.5% | -2.1% | +4.7% | +2.5% |
| 30D | +7.0% | +6.1% | +0.9% | +7.0% |
| 3M | -1.8% | -5.6% | +3.9% | -1.9% |
| 6M | +18.4% | -9.5% | +27.9% | +18.1% |
| YTD | -5.6% | -2.1% | -3.5% | -5.7% |
| 1Y | +3.9% | +0.8% | +3.1% | +3.8% |
| 3Y | +126.3% | -2.1% | +128.5% | +128.2% |
| All | +126.3% | -0.5% | +126.8% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling