+175.8%
VSH vs HSY
+130.0%
+45.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.2% |
| 7D | +3.1% | -0.4% | +3.5% | +3.2% |
| 30D | -5.7% | -3.4% | -2.3% | -5.1% |
| 3M | -42.5% | -0.5% | -42.0% | -43.0% |
| 6M | +82.7% | -19.1% | +101.8% | +91.9% |
| YTD | +118.2% | -2.1% | +120.3% | +114.3% |
| 1Y | +109.7% | -3.2% | +112.9% | +105.9% |
| 3Y | +35.3% | -8.8% | +44.1% | +33.1% |
| 5Y | +65.6% | +13.0% | +52.6% | +43.9% |
| All | +175.8% | +130.0% | +45.9% | +99.0% |
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