+124.0%
VRSK vs HSY
+128.6%
-4.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -2.3% | -5.2% | +2.9% | -0.3% |
| 3M | -2.9% | -3.4% | +0.5% | -1.6% |
| 6M | -12.8% | -19.2% | +6.4% | -5.8% |
| YTD | -20.8% | -2.6% | -18.2% | -21.2% |
| 1Y | -33.2% | -3.8% | -29.4% | -33.4% |
| 3Y | -26.6% | -10.6% | -16.0% | -26.0% |
| 5Y | -11.3% | +12.3% | -23.6% | -22.3% |
| All | +124.0% | +128.6% | -4.6% | +57.0% |
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