+212.0%
NXT vs HSY
-17.7%
+229.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | -9.4% | -2.1% | -7.3% | -9.4% |
| 30D | +15.1% | +6.1% | +9.0% | +14.9% |
| 3M | -9.1% | -5.6% | -3.5% | -9.1% |
| 6M | -30.3% | -9.5% | -20.8% | -30.0% |
| YTD | +9.1% | -2.1% | +11.2% | +9.2% |
| 1Y | +7.9% | +0.8% | +7.1% | +7.8% |
| 3Y | +176.5% | -2.1% | +178.6% | +170.3% |
| All | +212.0% | -17.7% | +229.7% | +189.1% |
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 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