+404.6%
VIAV vs HSY
+128.6%
+276.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +11.2% | +0.1% | +11.1% | +11.1% |
| 30D | -10.1% | -5.2% | -4.9% | -9.3% |
| 3M | -22.9% | -3.4% | -19.5% | -22.9% |
| 6M | +28.8% | -19.2% | +48.0% | +34.8% |
| YTD | +117.5% | -2.6% | +120.1% | +116.2% |
| 1Y | +216.1% | -3.8% | +219.8% | +214.1% |
| 3Y | +292.2% | -10.6% | +302.8% | +293.6% |
| 5Y | +141.0% | +12.3% | +128.7% | +114.4% |
| All | +404.6% | +128.6% | +276.0% | +286.4% |
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