+4,355.4%
HSY vs NTRS
+7,716.8%
-3,361.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -3.4% | +0.2% | -3.6% | -3.5% |
| 3M | -0.5% | +13.2% | -13.7% | -2.9% |
| 6M | -19.1% | +36.9% | -56.1% | -24.1% |
| YTD | -2.1% | +39.1% | -41.2% | -8.5% |
| 1Y | -3.2% | +50.4% | -53.7% | -11.1% |
| 3Y | -8.8% | +166.8% | -175.6% | -25.9% |
| 5Y | +13.0% | +92.9% | -79.9% | -4.3% |
| 10Y | +130.9% | +255.7% | -124.8% | +66.8% |
| All | +4,355.4% | +7,716.8% | -3,361.4% | +1,443.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling