+692.3%
HSY vs ITOT
+885.8%
-193.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | -5.0% | -1.6% | -3.5% | -4.3% |
| 3M | -1.3% | +3.5% | -4.8% | -3.2% |
| 6M | -21.5% | +13.1% | -34.6% | -26.5% |
| YTD | -3.3% | +12.7% | -16.0% | -9.4% |
| 1Y | -5.5% | +18.3% | -23.8% | -13.7% |
| 3Y | -9.9% | +76.4% | -86.3% | -34.4% |
| 5Y | +11.3% | +73.8% | -62.4% | -19.9% |
| 10Y | +128.1% | +301.2% | -173.2% | +0.3% |
| All | +692.3% | +885.8% | -193.5% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling