+224.7%
VT vs HSY
+131.4%
+93.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.7% | +1.1% | -1.8% | -1.0% |
| 30D | -1.7% | +7.7% | -9.4% | -3.7% |
| 3M | -2.3% | -2.3% | 0.0% | -2.0% |
| 6M | +1.5% | -5.3% | +6.8% | +2.2% |
| YTD | +12.0% | -0.9% | +12.9% | +10.7% |
| 1Y | +12.9% | +5.2% | +7.6% | +9.5% |
| 3Y | +74.9% | +0.7% | +74.2% | +67.7% |
| 5Y | +59.9% | +12.2% | +47.7% | +43.9% |
| All | +224.7% | +131.4% | +93.3% | +137.8% |
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