+68.6%
CSX vs HSY
+3.5%
+65.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.4% |
| 7D | -5.5% | +7.5% | -13.1% | -6.5% |
| 30D | +4.9% | +11.1% | -6.1% | +3.4% |
| 3M | -2.9% | -1.9% | -0.9% | -2.8% |
| 6M | +8.3% | -3.0% | +11.3% | +8.4% |
| YTD | +36.7% | 0.0% | +36.7% | +36.2% |
| 1Y | +41.5% | +9.4% | +32.1% | +39.1% |
| 3Y | +68.6% | +3.8% | +64.9% | +65.4% |
| All | +68.6% | +3.5% | +65.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling