+55.9%
VFC vs HSY
+0.7%
+55.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | +30.7% | +7.7% | +23.0% | +28.1% |
| 3M | +40.6% | -2.3% | +42.9% | +41.2% |
| 6M | +16.5% | -5.3% | +21.8% | +17.7% |
| YTD | +16.2% | -0.9% | +17.1% | +14.6% |
| 1Y | +42.4% | +5.2% | +37.2% | +37.8% |
| All | +55.9% | +0.7% | +55.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling