-59.2%
NKE vs HSY
-9.3%
-49.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | -5.2% | -3.0% | -7.4% |
| 3M | -19.1% | -3.4% | -15.7% | -18.6% |
| 6M | -32.6% | -19.2% | -13.4% | -30.7% |
| YTD | -40.7% | -2.6% | -38.1% | -40.5% |
| 1Y | -48.9% | -3.8% | -45.1% | -48.7% |
| 3Y | -59.2% | -10.6% | -48.6% | -58.9% |
| All | -59.2% | -9.3% | -49.9% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling