+10,269.8%
CSX vs HSY
+4,487.9%
+5,781.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +4.2% | -2.3% | +6.5% | +4.8% |
| 6M | +16.7% | -5.3% | +22.0% | +17.9% |
| YTD | +44.5% | -0.9% | +45.4% | +43.1% |
| 1Y | +50.3% | +5.2% | +45.0% | +45.7% |
| 3Y | +76.3% | +0.7% | +75.6% | +69.4% |
| 5Y | +58.1% | +12.2% | +45.9% | +45.4% |
| 10Y | +416.4% | +131.1% | +285.3% | +269.6% |
| All | +10,269.8% | +4,487.9% | +5,781.8% | +2,747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling