+124.4%
HSY vs IVZ
+43.7%
+80.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | -2.1% | +7.6% | -9.7% | -3.1% |
| 30D | +6.1% | +4.3% | +1.8% | +5.4% |
| 3M | -5.6% | -9.3% | +3.7% | -4.7% |
| 6M | -9.5% | +5.2% | -14.8% | -10.6% |
| YTD | -2.1% | +13.4% | -15.6% | -4.6% |
| 1Y | +0.8% | +25.4% | -24.6% | -3.3% |
| 3Y | -2.1% | +152.5% | -154.6% | -16.6% |
| 5Y | +11.2% | +36.7% | -25.5% | +2.5% |
| All | +124.4% | +43.7% | +80.8% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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