+691.7%
HSY vs VO
+825.5%
-133.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -2.3% | +2.9% | -5.3% | -3.7% |
| 30D | +6.3% | +1.0% | +5.3% | +5.7% |
| 3M | -5.2% | -1.7% | -3.5% | -4.6% |
| 6M | -8.3% | +6.7% | -15.0% | -11.2% |
| YTD | -2.7% | +14.0% | -16.6% | -8.8% |
| 1Y | +0.1% | +13.7% | -13.5% | -6.1% |
| 3Y | -1.0% | +65.8% | -66.9% | -23.0% |
| 5Y | +10.6% | +36.6% | -26.0% | -7.4% |
| 10Y | +127.0% | +198.9% | -71.9% | +26.8% |
| All | +691.7% | +825.5% | -133.8% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling