+302.3%
NEM vs HSY
+128.6%
+173.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.8% | -5.2% | +13.0% | +9.2% |
| 3M | +30.2% | -3.4% | +33.6% | +30.9% |
| 6M | +9.6% | -19.2% | +28.8% | +15.2% |
| YTD | +27.8% | -2.6% | +30.5% | +27.2% |
| 1Y | +60.7% | -3.8% | +64.5% | +60.0% |
| 3Y | +245.3% | -10.6% | +255.9% | +246.8% |
| 5Y | +155.3% | +12.3% | +143.0% | +132.2% |
| All | +302.3% | +128.6% | +173.7% | +197.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling