+126.5%
HSY vs NVMI
+3,158.6%
-3,032.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -5.2% | -8.4% | +3.2% | -4.9% |
| 3M | -3.4% | -33.6% | +30.2% | -2.2% |
| 6M | -19.2% | -14.7% | -4.5% | -19.4% |
| YTD | -2.6% | +13.2% | -15.9% | -4.5% |
| 1Y | -3.8% | +29.0% | -32.8% | -6.5% |
| 3Y | -10.6% | +215.0% | -225.6% | -21.0% |
| 5Y | +12.3% | +268.6% | -256.3% | -4.8% |
| All | +126.5% | +3,158.6% | -3,032.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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