+12.0%
HSY vs NTR
+45.7%
-33.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | -5.2% | +16.8% | -22.0% | -6.1% |
| 3M | -3.4% | +20.7% | -24.2% | -4.6% |
| 6M | -19.2% | +0.5% | -19.7% | -19.3% |
| YTD | -2.6% | +29.2% | -31.8% | -4.7% |
| 1Y | -3.8% | +39.6% | -43.4% | -6.5% |
| 3Y | -10.6% | +37.9% | -48.5% | -13.8% |
| All | +12.0% | +45.7% | -33.7% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling