+348.0%
VT vs HSY
+739.0%
-391.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.7% |
| 7D | -4.2% | +10.7% | -14.9% | -7.7% |
| 30D | -5.8% | +10.3% | -16.1% | -9.3% |
| 3M | -5.2% | -0.4% | -4.8% | -5.5% |
| 6M | +0.1% | -2.5% | +2.7% | -0.1% |
| YTD | +8.2% | -0.3% | +8.6% | +6.2% |
| 1Y | +10.1% | +7.6% | +2.5% | +4.7% |
| 3Y | +69.7% | +3.2% | +66.5% | +58.3% |
| 5Y | +53.4% | +14.7% | +38.6% | +33.6% |
| 10Y | +219.2% | +126.0% | +93.2% | +95.9% |
| All | +348.0% | +739.0% | -391.0% | +12.3% |
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 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