+222.7%
VT vs HSY
+127.3%
+95.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | +2.9% | -2.3% | +5.2% | +3.4% |
| 30D | -2.5% | +6.3% | -8.8% | -4.1% |
| 3M | -3.3% | -5.2% | +1.9% | -2.3% |
| 6M | +1.5% | -8.3% | +9.8% | +3.0% |
| YTD | +11.4% | -2.7% | +14.0% | +10.5% |
| 1Y | +11.9% | +0.1% | +11.8% | +10.1% |
| 3Y | +73.9% | -1.0% | +74.9% | +67.4% |
| 5Y | +57.9% | +10.6% | +47.3% | +42.5% |
| All | +222.7% | +127.3% | +95.4% | +137.3% |
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