+1,205.2%
VST vs HSY
+122.5%
+1,082.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.6% | +9.9% | +7.7% |
| 7D | -0.5% | +1.3% | -1.8% | -0.9% |
| 30D | -17.1% | +6.6% | -23.7% | -18.3% |
| 3M | -4.6% | -4.1% | -0.5% | -4.2% |
| 6M | -9.1% | -5.2% | -3.8% | -8.9% |
| YTD | -16.6% | -2.5% | -14.1% | -17.6% |
| 1Y | -29.5% | +4.7% | -34.2% | -31.5% |
| 3Y | +297.5% | +0.6% | +297.0% | +273.9% |
| 5Y | +654.5% | +11.7% | +642.9% | +556.6% |
| 10Y | +1,205.2% | +120.0% | +1,085.3% | +867.7% |
| All | +1,205.2% | +122.5% | +1,082.7% | +867.7% |
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