+7,386.6%
NEE vs HSY
+4,431.8%
+2,954.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -2.1% | -2.1% | 0.0% | -1.5% |
| 30D | +8.6% | +6.1% | +2.5% | +6.6% |
| 3M | -0.3% | -5.6% | +5.3% | +1.4% |
| 6M | -8.9% | -9.5% | +0.6% | -6.6% |
| YTD | +8.3% | -2.1% | +10.4% | +7.9% |
| 1Y | +4.3% | +0.8% | +3.5% | +2.8% |
| 3Y | +70.7% | -2.1% | +72.9% | +67.0% |
| 5Y | +12.8% | +11.2% | +1.6% | +5.8% |
| 10Y | +287.2% | +128.3% | +159.0% | +195.3% |
| All | +7,386.6% | +4,431.8% | +2,954.8% | +2,925.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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