+611.9%
HSY vs VCLT
+103.3%
+508.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -4.2% | -0.6% | -3.7% | -4.1% |
| 3M | -0.7% | -2.2% | +1.5% | -0.4% |
| 6M | -21.8% | -2.9% | -18.9% | -21.4% |
| YTD | -2.7% | -2.1% | -0.6% | -2.3% |
| 1Y | -4.8% | -2.6% | -2.2% | -4.4% |
| 3Y | -9.4% | +12.5% | -21.9% | -10.9% |
| 5Y | +11.3% | -15.3% | +26.6% | +13.2% |
| 10Y | +125.0% | +16.6% | +108.4% | +128.2% |
| All | +611.9% | +103.3% | +508.6% | +708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling