+1,142.3%
VST vs HSY
+131.3%
+1,011.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | +10.9% | +1.1% | +9.8% | +10.7% |
| 30D | -15.6% | +7.7% | -23.3% | -16.9% |
| 3M | -7.8% | -2.3% | -5.5% | -7.7% |
| 6M | -12.0% | -5.3% | -6.7% | -11.7% |
| YTD | -16.9% | -0.9% | -16.0% | -18.1% |
| 1Y | -25.1% | +5.2% | -30.3% | -27.2% |
| 3Y | +297.1% | +0.7% | +296.3% | +275.1% |
| 5Y | +641.9% | +12.2% | +629.7% | +547.5% |
| 10Y | +1,142.3% | +131.1% | +1,011.2% | +799.7% |
| All | +1,142.3% | +131.3% | +1,011.0% | +799.7% |
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