+8.3%
HSY vs NTR
+36.7%
-28.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +4.1% |
| 7D | +6.6% | +4.3% | +2.2% | +6.5% |
| 30D | +8.4% | +2.6% | +5.8% | +8.3% |
| 3M | -1.8% | +8.5% | -10.3% | -1.7% |
| 6M | -2.6% | -3.3% | +0.7% | -2.7% |
| YTD | -2.0% | +19.6% | -21.6% | -3.1% |
| 1Y | +8.3% | +37.6% | -29.3% | +7.2% |
| All | +8.3% | +36.7% | -28.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling