+440.3%
HSY vs VIG
+623.5%
-183.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -2.8% | -1.0% | -1.9% | -2.2% |
| 3M | -4.5% | +2.8% | -7.3% | -6.2% |
| 6M | -24.2% | +8.2% | -32.4% | -28.1% |
| YTD | -2.7% | +11.0% | -13.8% | -9.3% |
| 1Y | -3.7% | +16.1% | -19.9% | -12.9% |
| 3Y | -11.5% | +56.2% | -67.6% | -34.9% |
| 5Y | +10.3% | +63.0% | -52.6% | -22.1% |
| 10Y | +122.1% | +241.4% | -119.3% | -6.3% |
| All | +440.3% | +623.5% | -183.2% | +43.0% |
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 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