+384.8%
V vs HSY
+124.3%
+260.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.9% | -3.0% | 0.0% | -1.9% |
| 30D | +1.9% | -5.0% | +6.9% | +3.6% |
| 3M | +13.2% | -1.3% | +14.5% | +13.5% |
| 6M | +16.7% | -21.5% | +38.2% | +25.9% |
| YTD | +5.4% | -3.3% | +8.7% | +5.3% |
| 1Y | +7.7% | -5.5% | +13.1% | +8.2% |
| 3Y | +52.0% | -9.9% | +61.9% | +52.6% |
| 5Y | +67.7% | +11.3% | +56.4% | +48.5% |
| 10Y | +384.8% | +128.1% | +256.7% | +249.4% |
| All | +384.8% | +124.3% | +260.5% | +249.4% |
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