+789.7%
VFC vs HSY
+4,402.6%
-3,612.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -1.6% | -3.3% | +1.7% | -0.5% |
| 30D | -11.6% | -2.8% | -8.8% | -10.9% |
| 3M | -18.1% | -4.5% | -13.6% | -17.1% |
| 6M | -27.4% | -24.2% | -3.1% | -20.8% |
| YTD | -24.8% | -2.7% | -22.1% | -25.0% |
| 1Y | -8.2% | -3.7% | -4.5% | -8.3% |
| 3Y | -29.1% | -11.5% | -17.6% | -28.3% |
| 5Y | -79.2% | +10.3% | -89.5% | -80.7% |
| 10Y | -68.1% | +122.1% | -190.2% | -76.8% |
| All | +789.7% | +4,402.6% | -3,612.9% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling