+281.4%
WMB vs HSY
+128.6%
+152.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +7.8% | -2.1% | +10.0% | +8.4% |
| 30D | -5.1% | +6.1% | -11.2% | -7.0% |
| 3M | -4.7% | -5.6% | +0.9% | -3.7% |
| 6M | -7.4% | -9.5% | +2.1% | -5.6% |
| YTD | +17.5% | -2.1% | +19.6% | +16.2% |
| 1Y | +19.5% | +0.8% | +18.7% | +17.0% |
| 3Y | +121.3% | -2.1% | +123.4% | +112.5% |
| 5Y | +200.5% | +11.2% | +189.3% | +163.8% |
| All | +281.4% | +128.6% | +152.8% | +202.2% |
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 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