+313.2%
WMB vs HSY
+124.3%
+188.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | 0.0% | -3.0% | +2.9% | +0.8% |
| 30D | +4.6% | -5.0% | +9.6% | +6.0% |
| 3M | +5.7% | -1.3% | +7.1% | +5.6% |
| 6M | +4.2% | -21.5% | +25.7% | +11.0% |
| YTD | +26.8% | -3.3% | +30.1% | +26.5% |
| 1Y | +34.7% | -5.5% | +40.2% | +34.8% |
| 3Y | +146.8% | -9.9% | +156.7% | +146.4% |
| 5Y | +285.0% | +11.3% | +273.7% | +238.7% |
| 10Y | +313.2% | +128.1% | +185.1% | +207.1% |
| All | +313.2% | +124.3% | +188.9% | +207.1% |
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