+126.5%
HSY vs VYM
+209.2%
-82.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | -5.2% | -2.2% | -2.9% | -3.9% |
| 3M | -3.4% | +3.1% | -6.5% | -5.2% |
| 6M | -19.2% | +9.7% | -28.9% | -23.7% |
| YTD | -2.6% | +14.9% | -17.5% | -10.7% |
| 1Y | -3.8% | +17.6% | -21.3% | -13.0% |
| 3Y | -10.6% | +65.3% | -75.9% | -35.4% |
| 5Y | +12.3% | +78.7% | -66.4% | -23.8% |
| All | +126.5% | +209.2% | -82.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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