-69.9%
VFC vs HSY
+130.0%
-199.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -14.0% | -3.4% | -10.6% | -13.0% |
| 3M | -22.6% | -0.5% | -22.0% | -22.6% |
| 6M | -24.7% | -19.1% | -5.6% | -19.1% |
| YTD | -29.0% | -2.1% | -26.9% | -29.5% |
| 1Y | -13.8% | -3.2% | -10.5% | -14.3% |
| 3Y | -28.2% | -8.8% | -19.4% | -28.4% |
| 5Y | -79.0% | +13.0% | -92.0% | -81.7% |
| All | -69.9% | +130.0% | -199.8% | -78.6% |
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