+490.1%
CSX vs HSY
+121.4%
+368.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | -3.4% | -3.3% | -0.1% | -2.2% |
| 30D | -3.1% | -2.8% | -0.3% | -2.2% |
| 3M | +7.2% | -4.5% | +11.7% | +8.4% |
| 6M | +16.2% | -24.2% | +40.4% | +27.7% |
| YTD | +37.5% | -2.7% | +40.3% | +37.0% |
| 1Y | +53.2% | -3.7% | +57.0% | +52.5% |
| 3Y | +68.2% | -11.5% | +79.7% | +70.2% |
| 5Y | +65.2% | +10.3% | +54.9% | +47.3% |
| All | +490.1% | +121.4% | +368.7% | +342.7% |
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