-49.7%
NRG vs HSY
+10.7%
-60.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.2% | -17.7% | -12.8% |
| 7D | -13.7% | +6.6% | -20.3% | -12.8% |
| 30D | -13.6% | +8.4% | -21.9% | -12.4% |
| 3M | -28.5% | -1.8% | -26.7% | -28.1% |
| 6M | -45.8% | -2.6% | -43.1% | -45.6% |
| YTD | -46.9% | -2.0% | -45.0% | -47.8% |
| 1Y | -49.7% | +8.3% | -58.0% | -54.2% |
| All | -49.7% | +10.7% | -60.4% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling