-48.7%
VFC vs HSY
+131.4%
-180.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -1.4% | +1.1% | -2.5% | -1.9% |
| 30D | +30.7% | +7.7% | +23.0% | +27.0% |
| 3M | +40.6% | -2.3% | +42.9% | +41.4% |
| 6M | +16.5% | -5.3% | +21.8% | +18.2% |
| YTD | +16.2% | -0.9% | +17.1% | +14.4% |
| 1Y | +42.4% | +5.2% | +37.2% | +36.9% |
| 3Y | +48.1% | +0.7% | +47.3% | +41.4% |
| 5Y | -67.8% | +12.2% | -80.0% | -71.9% |
| All | -48.7% | +131.4% | -180.1% | -65.4% |
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