+127.8%
HSY vs IVZ
+64.1%
+63.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.4% | -2.4% | +2.0% | -0.1% |
| 30D | -3.4% | +2.5% | -5.9% | -3.8% |
| 3M | -0.5% | +17.1% | -17.6% | -2.7% |
| 6M | -19.1% | +35.1% | -54.3% | -22.6% |
| YTD | -2.1% | +24.3% | -26.4% | -5.4% |
| 1Y | -3.2% | +48.7% | -51.9% | -9.0% |
| 3Y | -8.8% | +135.6% | -144.4% | -21.0% |
| 5Y | +13.0% | +60.3% | -47.4% | +1.8% |
| All | +127.8% | +64.1% | +63.7% | +78.2% |
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