+169.7%
HSY vs NWSA
+123.2%
+46.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.4% |
| 7D | -1.6% | -2.6% | +1.1% | -1.2% |
| 30D | -4.2% | +4.6% | -8.8% | -4.9% |
| 3M | -0.7% | +10.2% | -10.9% | -2.2% |
| 6M | -21.8% | +21.6% | -43.4% | -24.2% |
| YTD | -2.7% | +14.6% | -17.3% | -5.0% |
| 1Y | -4.8% | +0.4% | -5.2% | -5.3% |
| 3Y | -9.4% | +45.0% | -54.3% | -15.6% |
| 5Y | +11.3% | +41.3% | -30.0% | +2.4% |
| 10Y | +125.0% | +142.8% | -17.8% | +75.9% |
| All | +169.7% | +123.2% | +46.5% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling