+326.4%
WM vs HSY
+121.1%
+205.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +1.2% | +3.8% | -2.7% | -0.3% |
| 30D | +13.7% | +6.9% | +6.8% | +10.7% |
| 3M | +5.2% | -4.1% | +9.3% | +6.7% |
| 6M | +11.2% | -5.0% | +16.2% | +12.7% |
| YTD | +9.4% | -2.3% | +11.7% | +8.8% |
| 1Y | +20.4% | +6.1% | +14.3% | +15.7% |
| 3Y | +44.7% | -0.7% | +45.4% | +38.4% |
| 5Y | +58.5% | +9.9% | +48.6% | +42.0% |
| 10Y | +326.4% | +127.8% | +198.6% | +196.0% |
| All | +326.4% | +121.1% | +205.3% | +196.0% |
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