+126.5%
HSY vs ITOT
+303.4%
-177.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | -5.2% | -1.5% | -3.7% | -4.6% |
| 3M | -3.4% | +3.6% | -7.0% | -4.9% |
| 6M | -19.2% | +13.7% | -32.9% | -23.7% |
| YTD | -2.6% | +12.9% | -15.6% | -7.9% |
| 1Y | -3.8% | +17.2% | -21.0% | -10.5% |
| 3Y | -10.6% | +75.6% | -86.2% | -32.5% |
| 5Y | +12.3% | +75.5% | -63.2% | -16.5% |
| All | +126.5% | +303.4% | -177.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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