+908.7%
VZ vs HSY
+4,530.8%
-3,622.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.1% | +7.5% | -5.4% | -0.1% |
| 30D | +1.4% | +11.1% | -9.7% | -1.8% |
| 3M | -1.3% | -1.9% | +0.7% | -0.8% |
| 6M | -0.5% | -3.0% | +2.4% | 0.0% |
| YTD | +19.6% | 0.0% | +19.6% | +18.7% |
| 1Y | +22.4% | +9.4% | +12.9% | +18.1% |
| 3Y | +55.9% | +3.8% | +52.1% | +50.5% |
| 5Y | +20.4% | +15.2% | +5.2% | +12.1% |
| 10Y | +66.9% | +126.9% | -60.0% | +25.0% |
| All | +908.7% | +4,530.8% | -3,622.1% | +197.4% |
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