+176.4%
VRTX vs HSY
+13.1%
+163.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -3.4% | -1.6% | -1.9% | -3.1% |
| 30D | +6.6% | -4.2% | +10.9% | +7.5% |
| 3M | +19.4% | -0.7% | +20.1% | +19.4% |
| 6M | +15.8% | -21.8% | +37.6% | +21.2% |
| YTD | +16.7% | -2.7% | +19.3% | +16.3% |
| 1Y | +33.8% | -4.8% | +38.6% | +33.8% |
| 3Y | +54.2% | -9.4% | +63.5% | +56.6% |
| 5Y | +176.4% | +11.3% | +165.1% | +183.1% |
| All | +176.4% | +13.1% | +163.2% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling