+4,864.3%
HSY vs VICR
+12,339.4%
-7,475.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | 0.0% |
| 7D | -1.6% | +9.8% | -11.4% | -2.0% |
| 30D | -4.2% | -12.6% | +8.4% | -3.8% |
| 3M | -0.7% | -29.7% | +29.0% | +0.1% |
| 6M | -21.8% | +18.8% | -40.6% | -23.6% |
| YTD | -2.7% | +76.4% | -79.1% | -6.9% |
| 1Y | -4.8% | +282.4% | -287.2% | -12.7% |
| 3Y | -9.4% | +206.2% | -215.5% | -17.8% |
| 5Y | +11.3% | +53.9% | -42.6% | +1.7% |
| 10Y | +125.0% | +1,572.3% | -1,447.3% | +73.5% |
| All | +4,864.3% | +12,339.4% | -7,475.1% | +2,442.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling