-99.1%
NVD vs HSY
-12.2%
-87.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.2% | +3.8% |
| 7D | +9.0% | -0.4% | +9.5% | +9.3% |
| 30D | -5.5% | -3.4% | -2.0% | -3.4% |
| 3M | -24.6% | -0.5% | -24.1% | -24.3% |
| 6M | -42.1% | -19.1% | -22.9% | -35.2% |
| YTD | -44.3% | -2.1% | -42.3% | -44.5% |
| 1Y | -54.2% | -3.2% | -50.9% | -54.2% |
| 3Y | -99.1% | -8.8% | -90.3% | -99.1% |
| All | -99.1% | -12.2% | -87.0% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling