-10.6%
HSY vs VICR
+209.3%
-219.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.7% | -0.3% |
| 7D | +0.1% | +5.0% | -4.9% | +0.3% |
| 30D | -5.2% | -12.5% | +7.3% | -5.5% |
| 3M | -3.4% | -33.6% | +30.2% | -4.1% |
| 6M | -19.2% | +10.7% | -29.9% | -18.9% |
| YTD | -2.6% | +80.6% | -83.2% | -1.0% |
| 1Y | -3.8% | +288.4% | -292.1% | -0.3% |
| 3Y | -10.6% | +213.8% | -224.4% | -10.4% |
| All | -10.6% | +209.3% | -219.9% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling