+62.3%
NEM vs HSY
-3.8%
+66.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.0% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | +7.8% | -3.4% | +11.3% | +7.8% |
| 3M | +36.3% | -0.5% | +36.8% | +36.5% |
| 6M | +6.6% | -19.1% | +25.7% | +6.0% |
| YTD | +27.1% | -2.1% | +29.2% | +30.1% |
| 1Y | +62.3% | -3.2% | +65.6% | +64.8% |
| All | +62.3% | -3.8% | +66.1% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling