+416.4%
CSX vs HSY
+131.3%
+285.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | +8.7% | +7.7% | +1.0% | +5.7% |
| 3M | +4.2% | -2.3% | +6.5% | +4.8% |
| 6M | +16.7% | -5.3% | +22.0% | +18.0% |
| YTD | +44.5% | -0.9% | +45.4% | +42.7% |
| 1Y | +50.3% | +5.2% | +45.0% | +44.7% |
| 3Y | +76.3% | +0.7% | +75.6% | +67.5% |
| 5Y | +58.1% | +12.2% | +45.9% | +39.6% |
| 10Y | +416.4% | +131.1% | +285.3% | +291.9% |
| All | +416.4% | +131.3% | +285.1% | +291.9% |
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