+13.0%
HSY vs VICR
+42.6%
-29.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | -3.4% | -15.6% | +12.1% | -3.7% |
| 3M | -0.5% | -35.4% | +34.9% | -1.2% |
| 6M | -19.1% | +1.3% | -20.4% | -19.1% |
| YTD | -2.1% | +62.5% | -64.5% | -1.1% |
| 1Y | -3.2% | +255.5% | -258.7% | -1.1% |
| 3Y | -8.8% | +182.0% | -190.8% | -6.6% |
| 5Y | +13.0% | +42.9% | -29.9% | +11.9% |
| All | +13.0% | +42.6% | -29.6% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling