+2,545.5%
VRT vs HSY
+118.2%
+2,427.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.5% |
| 7D | +2.4% | -3.0% | +5.4% | +2.7% |
| 30D | -2.7% | -5.0% | +2.4% | -2.2% |
| 3M | -9.2% | -1.3% | -7.9% | -9.6% |
| 6M | -0.5% | -21.5% | +21.0% | +2.9% |
| YTD | +62.3% | -3.3% | +65.6% | +61.5% |
| 1Y | +109.6% | -5.5% | +115.1% | +109.0% |
| 3Y | +573.1% | -9.9% | +583.0% | +568.5% |
| 5Y | +953.6% | +11.3% | +942.3% | +812.5% |
| All | +2,545.5% | +118.2% | +2,427.3% | +1,828.8% |
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