+752.5%
VLO vs HSY
+131.4%
+621.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | -0.4% | +1.1% | -1.6% | -0.8% |
| 30D | -16.6% | +7.7% | -24.3% | -18.6% |
| 3M | +12.3% | -2.3% | +14.6% | +12.6% |
| 6M | +47.8% | -5.3% | +53.2% | +48.9% |
| YTD | +126.7% | -0.9% | +127.6% | +122.8% |
| 1Y | +105.4% | +5.2% | +100.1% | +97.2% |
| 3Y | +222.0% | +0.7% | +221.2% | +204.7% |
| 5Y | +449.8% | +12.2% | +437.6% | +371.5% |
| All | +752.5% | +131.4% | +621.1% | +419.3% |
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