+11.4%
HSY vs VCLT
-16.7%
+28.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.1% | -2.3% | +0.1% | -1.7% |
| 30D | +6.1% | +0.8% | +5.3% | +6.0% |
| 3M | -5.6% | -2.7% | -3.0% | -5.2% |
| 6M | -9.5% | -4.3% | -5.3% | -8.8% |
| YTD | -2.1% | -4.3% | +2.2% | -1.3% |
| 1Y | +0.8% | -4.4% | +5.1% | +1.6% |
| 3Y | -2.1% | +13.8% | -15.9% | -3.4% |
| All | +11.4% | -16.7% | +28.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling