+911.8%
VLO vs HSY
+130.0%
+781.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.3% |
| 7D | +4.0% | -0.4% | +4.4% | +4.1% |
| 30D | +19.0% | -3.4% | +22.4% | +20.1% |
| 3M | +50.0% | -0.5% | +50.5% | +49.5% |
| 6M | +79.1% | -19.1% | +98.3% | +89.7% |
| YTD | +140.3% | -2.1% | +142.3% | +137.7% |
| 1Y | +148.3% | -3.2% | +151.6% | +145.6% |
| 3Y | +194.6% | -8.8% | +203.4% | +192.3% |
| 5Y | +609.6% | +13.0% | +596.6% | +508.2% |
| All | +911.8% | +130.0% | +781.8% | +596.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling