+127.8%
HSY vs VIG
+247.5%
-119.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -0.4% | -2.2% | +1.8% | +1.0% |
| 30D | -3.4% | -3.2% | -0.2% | -1.4% |
| 3M | -0.5% | +3.0% | -3.5% | -2.4% |
| 6M | -19.1% | +8.1% | -27.3% | -23.1% |
| YTD | -2.1% | +9.1% | -11.1% | -7.5% |
| 1Y | -3.2% | +12.6% | -15.8% | -10.4% |
| 3Y | -8.8% | +55.4% | -64.2% | -32.5% |
| 5Y | +13.0% | +62.8% | -49.8% | -20.0% |
| All | +127.8% | +247.5% | -119.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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