+90.0%
HSY vs NTR
+103.7%
-13.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | -5.0% | +21.7% | -26.8% | -7.5% |
| 3M | -1.3% | +22.8% | -24.1% | -4.1% |
| 6M | -21.5% | +8.2% | -29.7% | -22.7% |
| YTD | -3.3% | +32.9% | -36.2% | -7.7% |
| 1Y | -5.5% | +45.3% | -50.8% | -11.1% |
| 3Y | -9.9% | +41.7% | -51.6% | -16.0% |
| 5Y | +11.3% | +49.8% | -38.5% | -1.9% |
| All | +90.0% | +103.7% | -13.7% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling