+1,187.3%
VUG vs HSY
+700.0%
+487.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.5% | -2.1% | +4.6% | +3.2% |
| 30D | -6.3% | +6.1% | -12.4% | -8.4% |
| 3M | -6.0% | -5.6% | -0.4% | -4.7% |
| 6M | -3.5% | -9.5% | +6.0% | -1.4% |
| YTD | +3.9% | -2.1% | +6.0% | +2.5% |
| 1Y | +5.1% | +0.8% | +4.3% | +2.5% |
| 3Y | +77.9% | -2.1% | +80.0% | +69.3% |
| 5Y | +62.4% | +11.2% | +51.2% | +44.5% |
| 10Y | +399.4% | +128.3% | +271.1% | +223.1% |
| All | +1,187.3% | +700.0% | +487.3% | +386.7% |
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 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