+59.2%
CSX vs HSY
+9.9%
+49.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.3% |
| 7D | +3.1% | -2.3% | +5.4% | +3.6% |
| 30D | +9.7% | +6.3% | +3.4% | +8.2% |
| 3M | +4.9% | -5.2% | +10.1% | +5.9% |
| 6M | +18.4% | -8.3% | +26.7% | +20.0% |
| YTD | +45.9% | -2.7% | +48.5% | +45.5% |
| 1Y | +50.0% | +0.1% | +49.8% | +48.5% |
| 3Y | +78.0% | -1.0% | +79.1% | +73.7% |
| 5Y | +59.2% | +10.6% | +48.5% | +37.2% |
| All | +59.2% | +9.9% | +49.3% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling