+443.8%
HSY vs VIG
+655.8%
-212.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.1% | +3.5% | -5.6% | -4.4% |
| 30D | +6.1% | +4.9% | +1.2% | +2.7% |
| 3M | -5.6% | +2.5% | -8.1% | -7.3% |
| 6M | -9.5% | +11.0% | -20.6% | -15.7% |
| YTD | -2.1% | +16.0% | -18.1% | -11.4% |
| 1Y | +0.8% | +17.5% | -16.8% | -9.7% |
| 3Y | -2.1% | +67.0% | -69.1% | -31.2% |
| 5Y | +11.2% | +64.8% | -53.5% | -22.0% |
| 10Y | +128.3% | +263.6% | -135.3% | -7.7% |
| All | +443.8% | +655.8% | -212.0% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling