+47.1%
CSX vs HSY
+10.7%
+36.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +2.0% |
| 7D | +0.1% | +6.6% | -6.4% | -0.8% |
| 30D | +9.7% | +8.4% | +1.4% | +8.7% |
| 3M | +2.3% | -1.8% | +4.0% | +2.2% |
| 6M | +17.1% | -2.6% | +19.7% | +16.5% |
| YTD | +44.9% | -2.0% | +46.9% | +47.1% |
| 1Y | +47.1% | +8.3% | +38.8% | +48.1% |
| All | +47.1% | +10.7% | +36.4% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling