+1,216.9%
VST vs HSY
+132.2%
+1,084.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +8.9% | -3.3% | +12.2% | +9.6% |
| 30D | +6.2% | -2.8% | +9.0% | +6.7% |
| 3M | -2.7% | -4.5% | +1.8% | -2.3% |
| 6M | -8.4% | -24.2% | +15.9% | -3.5% |
| YTD | -7.2% | -2.7% | -4.5% | -7.9% |
| 1Y | -20.9% | -3.7% | -17.2% | -21.5% |
| 3Y | +384.0% | -11.5% | +395.5% | +383.9% |
| 5Y | +757.1% | +10.3% | +746.7% | +654.6% |
| All | +1,216.9% | +132.2% | +1,084.7% | +884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling