+61.8%
VNQ vs HSY
+128.6%
-66.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.6% | -5.2% | +2.6% | -0.5% |
| 3M | -2.0% | -3.4% | +1.4% | -1.0% |
| 6M | +4.3% | -19.2% | +23.5% | +13.1% |
| YTD | +9.2% | -2.6% | +11.9% | +8.6% |
| 1Y | +5.6% | -3.8% | +9.4% | +5.1% |
| 3Y | +30.8% | -10.6% | +41.5% | +31.8% |
| 5Y | +8.0% | +12.3% | -4.3% | -6.6% |
| All | +61.8% | +128.6% | -66.8% | +5.3% |
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