+306.5%
IVV vs HSY
+125.6%
+180.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -2.7% | +7.5% | -10.2% | -4.6% |
| 30D | -5.4% | +11.1% | -16.4% | -8.2% |
| 3M | -4.1% | -1.9% | -2.1% | -3.8% |
| 6M | +0.7% | -3.0% | +3.7% | +0.8% |
| YTD | +8.7% | 0.0% | +8.7% | +7.0% |
| 1Y | +11.0% | +9.4% | +1.5% | +6.0% |
| 3Y | +75.4% | +3.8% | +71.7% | +65.3% |
| 5Y | +68.3% | +15.2% | +53.2% | +48.6% |
| All | +306.5% | +125.6% | +180.9% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling