+296.7%
VST vs HSY
-0.5%
+297.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -0.9% |
| 7D | +6.6% | -2.1% | +8.7% | +5.9% |
| 30D | -12.4% | +6.1% | -18.5% | -10.1% |
| 3M | -9.0% | -5.6% | -3.4% | -9.6% |
| 6M | -6.4% | -9.5% | +3.1% | -7.5% |
| YTD | -17.2% | -2.1% | -15.1% | -15.7% |
| 1Y | -22.0% | +0.8% | -22.8% | -19.8% |
| 3Y | +296.7% | -2.1% | +298.8% | +317.5% |
| All | +296.7% | -0.5% | +297.2% | +317.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling