+448.2%
NFLX vs HSY
+128.6%
+319.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | -2.0% | -2.1% | +0.2% | -1.6% |
| 30D | -11.9% | +6.1% | -18.0% | -12.8% |
| 3M | -20.6% | -5.6% | -14.9% | -19.9% |
| 6M | -29.0% | -9.5% | -19.5% | -28.0% |
| YTD | -33.7% | -2.1% | -31.6% | -33.6% |
| 1Y | -46.2% | +0.8% | -46.9% | -46.3% |
| 3Y | +39.8% | -2.1% | +41.9% | +38.3% |
| 5Y | -9.0% | +11.2% | -20.2% | -14.4% |
| All | +448.2% | +128.6% | +319.6% | +341.3% |
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