+5,900.4%
NKE vs HSY
+4,407.1%
+1,493.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | -5.2% | -3.0% | -6.7% |
| 3M | -19.1% | -3.4% | -15.7% | -18.3% |
| 6M | -32.6% | -19.2% | -13.4% | -28.3% |
| YTD | -40.7% | -2.6% | -38.1% | -40.7% |
| 1Y | -48.9% | -3.8% | -45.1% | -48.7% |
| 3Y | -59.2% | -10.6% | -48.6% | -59.0% |
| 5Y | -75.3% | +12.3% | -87.6% | -77.1% |
| 10Y | -23.1% | +129.6% | -152.6% | -43.2% |
| All | +5,900.4% | +4,407.1% | +1,493.4% | +1,368.5% |
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 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