+409.6%
VUG vs HSY
+130.0%
+279.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.8% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -1.6% | -3.4% | +1.9% | -0.8% |
| 3M | +4.4% | -0.5% | +4.9% | +4.1% |
| 6M | +13.2% | -19.1% | +32.3% | +18.5% |
| YTD | +7.5% | -2.1% | +9.6% | +6.6% |
| 1Y | +12.5% | -3.2% | +15.7% | +11.6% |
| 3Y | +86.0% | -8.8% | +94.8% | +84.7% |
| 5Y | +76.5% | +13.0% | +63.5% | +57.9% |
| All | +409.6% | +130.0% | +279.7% | +280.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling