+412.4%
VUG vs HSY
+127.1%
+285.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +0.1% | -3.0% | +3.0% | +0.8% |
| 30D | -1.7% | -5.0% | +3.4% | -0.6% |
| 3M | +2.8% | -1.3% | +4.1% | +2.8% |
| 6M | +13.6% | -21.5% | +35.1% | +19.8% |
| YTD | +8.1% | -3.3% | +11.3% | +7.5% |
| 1Y | +13.1% | -5.5% | +18.6% | +12.9% |
| 3Y | +87.0% | -9.9% | +96.9% | +86.2% |
| 5Y | +76.0% | +11.3% | +64.6% | +58.0% |
| All | +412.4% | +127.1% | +285.2% | +283.8% |
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