+387.0%
VNQ vs HSY
+532.0%
-145.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -0.9% | -3.0% | +2.1% | +0.6% |
| 30D | -2.2% | -5.0% | +2.8% | +0.3% |
| 3M | -1.9% | -1.3% | -0.6% | -1.8% |
| 6M | +3.2% | -21.5% | +24.7% | +15.8% |
| YTD | +9.4% | -3.3% | +12.7% | +9.1% |
| 1Y | +7.5% | -5.5% | +13.0% | +7.9% |
| 3Y | +31.1% | -9.9% | +41.0% | +30.3% |
| 5Y | +6.6% | +11.3% | -4.8% | -8.4% |
| 10Y | +63.9% | +128.1% | -64.1% | -10.5% |
| All | +387.0% | +532.0% | -145.0% | +8.9% |
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