+126.5%
HSY vs VICR
+1,679.8%
-1,553.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.7% | -0.7% |
| 7D | +0.1% | +5.0% | -4.9% | 0.0% |
| 30D | -5.2% | -12.5% | +7.3% | -5.0% |
| 3M | -3.4% | -33.6% | +30.2% | -3.0% |
| 6M | -19.2% | +10.7% | -29.9% | -20.1% |
| YTD | -2.6% | +80.6% | -83.2% | -5.0% |
| 1Y | -3.8% | +288.4% | -292.1% | -8.3% |
| 3Y | -10.6% | +213.8% | -224.4% | -15.3% |
| 5Y | +12.3% | +58.8% | -46.6% | +8.0% |
| All | +126.5% | +1,679.8% | -1,553.3% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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