+58.3%
CSX vs HSY
+11.0%
+47.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | +6.0% | -2.1% | +8.1% | +6.4% |
| 30D | +7.8% | +6.1% | +1.7% | +6.4% |
| 3M | +4.1% | -5.6% | +9.7% | +5.2% |
| 6M | +17.9% | -9.5% | +27.5% | +19.9% |
| YTD | +44.9% | -2.1% | +47.0% | +44.3% |
| 1Y | +51.1% | +0.8% | +50.4% | +49.4% |
| 3Y | +78.3% | -2.1% | +80.4% | +75.0% |
| All | +58.3% | +11.0% | +47.3% | +36.2% |
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