+973.2%
IGV vs HSY
+892.7%
+80.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -4.5% | -3.3% | -1.2% | -3.6% |
| 30D | +3.2% | -2.8% | +6.0% | +3.9% |
| 3M | +4.5% | -4.5% | +9.0% | +5.5% |
| 6M | +22.1% | -24.2% | +46.3% | +31.3% |
| YTD | -1.0% | -2.7% | +1.7% | -2.0% |
| 1Y | -2.1% | -3.7% | +1.6% | -3.1% |
| 3Y | +44.6% | -11.5% | +56.0% | +43.5% |
| 5Y | +22.2% | +10.3% | +11.8% | +10.4% |
| 10Y | +364.7% | +122.1% | +242.6% | +219.9% |
| All | +973.2% | +892.7% | +80.4% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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