+97.9%
HSY vs NIO
-36.8%
+134.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -6.7% | +5.1% | -1.5% |
| 30D | -4.2% | -20.0% | +15.8% | -4.1% |
| 3M | -0.7% | -30.5% | +29.7% | -0.4% |
| 6M | -21.8% | -20.7% | -1.1% | -21.7% |
| YTD | -2.7% | -25.7% | +23.0% | -2.5% |
| 1Y | -4.8% | -38.6% | +33.8% | -4.6% |
| 3Y | -9.4% | -62.3% | +52.9% | -9.3% |
| 5Y | +11.3% | -90.1% | +101.3% | +11.9% |
| All | +97.9% | -36.8% | +134.7% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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