+13.0%
HSY vs NWSA
+39.0%
-26.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -0.4% | -4.8% | +4.3% | -0.1% |
| 30D | -3.4% | +3.0% | -6.4% | -3.7% |
| 3M | -0.5% | +9.3% | -9.8% | -1.2% |
| 6M | -19.1% | +23.2% | -42.3% | -20.2% |
| YTD | -2.1% | +13.3% | -15.4% | -2.9% |
| 1Y | -3.2% | +2.9% | -6.1% | -3.6% |
| 3Y | -8.8% | +43.3% | -52.1% | -11.0% |
| 5Y | +13.0% | +40.9% | -27.9% | +9.1% |
| All | +13.0% | +39.0% | -26.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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