+98.1%
HSY vs NIO
-43.2%
+141.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | +1.3% | +6.9% | -5.6% | +1.2% |
| 30D | +6.6% | -4.7% | +11.3% | +6.6% |
| 3M | -4.1% | -28.1% | +23.9% | -3.9% |
| 6M | -5.2% | -41.7% | +36.5% | -4.9% |
| YTD | -2.5% | -33.1% | +30.6% | -2.3% |
| 1Y | +4.7% | -50.3% | +55.0% | +5.2% |
| 3Y | +0.6% | -54.4% | +54.9% | +0.6% |
| 5Y | +11.7% | -91.6% | +103.3% | +12.5% |
| All | +98.1% | -43.2% | +141.3% | +89.5% |
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