+126.5%
HSY vs NTRS
+259.9%
-133.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | -5.2% | -0.7% | -4.5% | -5.1% |
| 3M | -3.4% | +11.3% | -14.7% | -5.2% |
| 6M | -19.2% | +35.5% | -54.7% | -23.4% |
| YTD | -2.6% | +40.6% | -43.2% | -8.5% |
| 1Y | -3.8% | +49.2% | -53.0% | -10.6% |
| 3Y | -10.6% | +167.2% | -177.8% | -26.1% |
| 5Y | +12.3% | +94.9% | -82.6% | -3.2% |
| All | +126.5% | +259.9% | -133.4% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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