+476.9%
NEM vs HSY
+4,402.6%
-3,925.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +0.3% | -3.3% | +3.6% | +0.7% |
| 30D | +23.1% | -2.8% | +25.9% | +23.5% |
| 3M | +18.5% | -4.5% | +23.0% | +19.0% |
| 6M | +7.8% | -24.2% | +32.0% | +11.5% |
| YTD | +29.1% | -2.7% | +31.8% | +29.0% |
| 1Y | +72.7% | -3.7% | +76.4% | +72.5% |
| 3Y | +248.7% | -11.5% | +260.2% | +249.7% |
| 5Y | +148.7% | +10.3% | +138.3% | +141.6% |
| 10Y | +304.8% | +122.1% | +182.6% | +262.8% |
| All | +476.9% | +4,402.6% | -3,925.7% | +467.0% |
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