+140.2%
NI vs HSY
+128.6%
+11.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -1.4% | -5.2% | +3.8% | +0.7% |
| 3M | -10.6% | -3.4% | -7.2% | -9.7% |
| 6M | -9.3% | -19.2% | +9.9% | -1.6% |
| YTD | +1.1% | -2.6% | +3.8% | +0.5% |
| 1Y | +3.4% | -3.8% | +7.2% | +2.8% |
| 3Y | +67.9% | -10.6% | +78.5% | +69.0% |
| 5Y | +98.0% | +12.3% | +85.7% | +72.4% |
| All | +140.2% | +128.6% | +11.6% | +56.5% |
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