+11.0%
HSY vs VSXY
+42.7%
-31.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | -1.6% | -6.8% | +5.2% | -1.5% |
| 30D | -4.2% | -20.4% | +16.1% | -3.9% |
| 3M | -0.7% | +2.9% | -3.6% | -0.8% |
| 6M | -21.8% | +67.9% | -89.7% | -22.6% |
| YTD | -2.7% | +44.9% | -47.5% | -3.4% |
| 1Y | -4.8% | +205.9% | -210.7% | -7.2% |
| 3Y | -9.4% | +373.9% | -383.2% | -13.8% |
| 5Y | +11.3% | +23.5% | -12.2% | +8.5% |
| All | +11.0% | +42.7% | -31.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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