+213.7%
VT vs HSY
+125.6%
+88.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -2.3% | +7.5% | -9.8% | -4.0% |
| 30D | -5.0% | +11.1% | -16.0% | -7.5% |
| 3M | -4.9% | -1.9% | -2.9% | -4.7% |
| 6M | -1.5% | -3.0% | +1.4% | -1.5% |
| YTD | +8.5% | 0.0% | +8.4% | +7.0% |
| 1Y | +11.4% | +9.4% | +1.9% | +6.9% |
| 3Y | +70.1% | +3.8% | +66.3% | +61.5% |
| 5Y | +53.7% | +15.2% | +38.6% | +37.2% |
| All | +213.7% | +125.6% | +88.1% | +132.5% |
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 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