-30.1%
NVTS vs HSY
+9.9%
-40.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -6.9% | -6.3% |
| 7D | +3.9% | -2.1% | +6.1% | +3.5% |
| 30D | -4.3% | +6.1% | -10.4% | -3.0% |
| 3M | -34.5% | -5.6% | -28.8% | -34.6% |
| 6M | -57.7% | -9.5% | -48.2% | -57.5% |
| YTD | +25.4% | -2.1% | +27.5% | +26.3% |
| 1Y | +13.1% | +0.8% | +12.4% | +13.9% |
| 3Y | +48.9% | -2.1% | +51.1% | +44.2% |
| 5Y | -51.8% | +11.2% | -63.0% | -48.2% |
| All | -30.1% | +9.9% | -40.0% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling