+125.0%
HSY vs VO
+200.7%
-75.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -3.0% | -0.6% | -2.4% | -2.7% |
| 30D | -5.0% | -1.9% | -3.1% | -4.2% |
| 3M | -1.3% | +3.3% | -4.6% | -2.8% |
| 6M | -21.5% | +9.7% | -31.2% | -24.8% |
| YTD | -3.3% | +12.6% | -15.9% | -8.6% |
| 1Y | -5.5% | +13.6% | -19.1% | -11.1% |
| 3Y | -9.9% | +56.8% | -66.7% | -28.1% |
| 5Y | +11.3% | +42.3% | -30.9% | -8.2% |
| All | +125.0% | +200.7% | -75.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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