+727.3%
HSY vs VT
+374.2%
+353.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | -2.8% | +1.0% | -3.8% | -3.3% |
| 3M | -4.5% | +2.4% | -6.9% | -5.7% |
| 6M | -24.2% | +12.0% | -36.2% | -28.2% |
| YTD | -2.7% | +15.3% | -18.1% | -9.2% |
| 1Y | -3.7% | +22.6% | -26.3% | -12.6% |
| 3Y | -11.5% | +74.7% | -86.1% | -32.4% |
| 5Y | +10.3% | +66.1% | -55.8% | -14.8% |
| 10Y | +122.1% | +225.0% | -102.9% | +23.4% |
| All | +727.3% | +374.2% | +353.1% | +288.4% |
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