+171.3%
HSY vs NWSA
+102.5%
+68.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | -2.1% | +2.2% | -4.3% | -2.5% |
| 30D | +6.1% | -8.8% | +14.9% | +7.4% |
| 3M | -5.6% | -6.5% | +0.9% | -4.9% |
| 6M | -9.5% | +1.5% | -11.0% | -10.0% |
| YTD | -2.1% | +4.0% | -6.1% | -3.3% |
| 1Y | +0.8% | +3.4% | -2.7% | -0.4% |
| 3Y | -2.1% | +34.8% | -37.0% | -7.9% |
| 5Y | +11.2% | +18.4% | -7.1% | +5.4% |
| 10Y | +128.3% | +149.2% | -20.9% | +77.7% |
| All | +171.3% | +102.5% | +68.8% | +117.4% |
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