-9.1%
NVTS vs HSY
+9.3%
-18.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -16.5% | -5.2% | -11.3% | -17.1% |
| 3M | -47.6% | -3.4% | -44.2% | -47.6% |
| 6M | +7.3% | -19.2% | +26.5% | +6.9% |
| YTD | +62.9% | -2.6% | +65.5% | +63.0% |
| 1Y | +91.3% | -3.8% | +95.1% | +91.9% |
| 3Y | +43.4% | -10.6% | +54.0% | +34.2% |
| All | -9.1% | +9.3% | -18.4% | -3.4% |
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