+575.6%
NUE vs HSY
+128.6%
+447.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -4.6% | -5.2% | +0.6% | -3.2% |
| 3M | -0.3% | -3.4% | +3.1% | +0.3% |
| 6M | +51.9% | -19.2% | +71.1% | +60.7% |
| YTD | +60.0% | -2.6% | +62.6% | +59.1% |
| 1Y | +82.9% | -3.8% | +86.7% | +82.1% |
| 3Y | +66.0% | -10.6% | +76.6% | +66.4% |
| 5Y | +149.0% | +12.3% | +136.7% | +123.7% |
| All | +575.6% | +128.6% | +447.0% | +421.9% |
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 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