+306.4%
WM vs HSY
+121.4%
+185.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -0.3% | -3.3% | +3.0% | +0.9% |
| 30D | -2.4% | -2.8% | +0.5% | -1.4% |
| 3M | +0.4% | -4.5% | +4.9% | +1.9% |
| 6M | -9.5% | -24.2% | +14.7% | -0.1% |
| YTD | +0.5% | -2.7% | +3.2% | +0.3% |
| 1Y | -1.1% | -3.7% | +2.6% | -1.3% |
| 3Y | +46.0% | -11.5% | +57.5% | +48.0% |
| 5Y | +51.8% | +10.3% | +41.5% | +36.1% |
| All | +306.4% | +121.4% | +185.1% | +188.0% |
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