+434.9%
HSY vs VYM
+487.3%
-52.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -3.0% | -1.0% | -2.0% | -2.4% |
| 30D | -5.0% | -2.0% | -3.0% | -3.9% |
| 3M | -1.3% | +3.1% | -4.4% | -3.1% |
| 6M | -21.5% | +8.9% | -30.4% | -25.5% |
| YTD | -3.3% | +14.7% | -18.0% | -11.1% |
| 1Y | -5.5% | +19.4% | -24.9% | -15.2% |
| 3Y | -9.9% | +65.4% | -75.3% | -34.3% |
| 5Y | +11.3% | +77.6% | -66.2% | -22.9% |
| 10Y | +128.1% | +207.8% | -79.7% | +10.8% |
| All | +434.9% | +487.3% | -52.4% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling