+747.7%
HSY vs VT
+345.0%
+402.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +3.4% |
| 7D | +10.7% | -4.2% | +14.9% | +12.6% |
| 30D | +10.3% | -5.8% | +16.1% | +13.0% |
| 3M | -0.4% | -5.2% | +4.8% | +1.7% |
| 6M | -2.5% | +0.1% | -2.7% | -3.2% |
| YTD | -0.3% | +8.2% | -8.6% | -4.5% |
| 1Y | +7.6% | +10.1% | -2.5% | +2.2% |
| 3Y | +3.2% | +69.7% | -66.5% | -20.4% |
| 5Y | +14.7% | +53.4% | -38.6% | -8.4% |
| 10Y | +126.0% | +219.2% | -93.2% | +26.4% |
| All | +747.7% | +345.0% | +402.7% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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