+177.4%
NXT vs HSY
-18.3%
+195.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -1.1% | -3.3% | +2.2% | -1.1% |
| 30D | -15.3% | -2.8% | -12.5% | -15.3% |
| 3M | -43.8% | -4.5% | -39.3% | -43.7% |
| 6M | -18.7% | -24.2% | +5.6% | -17.6% |
| YTD | -3.0% | -2.7% | -0.3% | -2.8% |
| 1Y | +22.7% | -3.7% | +26.5% | +22.9% |
| 3Y | +95.9% | -11.5% | +107.4% | +87.7% |
| All | +177.4% | -18.3% | +195.7% | +157.4% |
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 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