+1,065.2%
NRG vs HSY
+128.6%
+936.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -6.0% | -5.2% | -0.8% | -4.9% |
| 3M | -8.0% | -3.4% | -4.5% | -7.6% |
| 6M | -23.2% | -19.2% | -4.0% | -19.5% |
| YTD | -28.1% | -2.6% | -25.4% | -28.5% |
| 1Y | -27.3% | -3.8% | -23.5% | -27.7% |
| 3Y | +208.7% | -10.6% | +219.3% | +208.3% |
| 5Y | +197.7% | +12.3% | +185.4% | +158.0% |
| All | +1,065.2% | +128.6% | +936.6% | +683.2% |
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 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