+454.5%
V vs HSY
+121.1%
+333.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.6% | +3.8% | -3.2% | -0.7% |
| 30D | +9.7% | +6.9% | +2.9% | +7.2% |
| 3M | +17.3% | -4.1% | +21.4% | +18.7% |
| 6M | +33.2% | -5.0% | +38.2% | +34.8% |
| YTD | +21.3% | -2.3% | +23.6% | +20.6% |
| 1Y | +27.3% | +6.1% | +21.2% | +22.8% |
| 3Y | +76.1% | -0.7% | +76.8% | +69.2% |
| 5Y | +103.5% | +9.9% | +93.6% | +81.2% |
| 10Y | +454.5% | +127.8% | +326.6% | +297.4% |
| All | +454.5% | +121.1% | +333.4% | +297.4% |
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