+1,934.0%
VRT vs HSY
+120.8%
+1,813.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | +10.5% | -2.1% | +12.6% | +10.6% |
| 30D | -9.3% | +6.1% | -15.4% | -10.0% |
| 3M | -29.6% | -5.6% | -24.0% | -29.3% |
| 6M | -45.4% | -9.5% | -35.8% | -44.9% |
| YTD | +24.8% | -2.1% | +26.9% | +23.9% |
| 1Y | +23.6% | +0.8% | +22.8% | +21.9% |
| 3Y | +379.7% | -2.1% | +381.8% | +358.9% |
| 5Y | +660.3% | +11.2% | +649.1% | +563.1% |
| All | +1,934.0% | +120.8% | +1,813.2% | +1,379.2% |
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