+191.6%
VRTX vs HSY
+11.7%
+179.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.2% | +3.8% | -0.6% | +2.4% |
| 30D | +7.4% | +6.9% | +0.5% | +5.9% |
| 3M | +4.6% | -4.1% | +8.6% | +5.3% |
| 6M | +27.5% | -5.0% | +32.5% | +28.4% |
| YTD | +20.9% | -2.3% | +23.1% | +20.2% |
| 1Y | +30.1% | +6.1% | +24.0% | +26.8% |
| 3Y | +46.6% | -0.7% | +47.3% | +43.4% |
| 5Y | +191.6% | +9.9% | +181.7% | +210.3% |
| All | +191.6% | +11.7% | +179.9% | +210.3% |
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