+9,772.3%
CSX vs HSY
+4,402.6%
+5,369.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | -3.4% | -3.3% | -0.1% | -2.3% |
| 30D | -3.1% | -2.8% | -0.3% | -2.2% |
| 3M | +7.2% | -4.5% | +11.7% | +8.3% |
| 6M | +16.2% | -24.2% | +40.4% | +26.5% |
| YTD | +37.5% | -2.7% | +40.3% | +37.3% |
| 1Y | +53.2% | -3.7% | +57.0% | +52.8% |
| 3Y | +68.2% | -11.5% | +79.7% | +69.2% |
| 5Y | +65.2% | +10.3% | +54.9% | +52.9% |
| 10Y | +504.1% | +122.1% | +382.0% | +338.1% |
| All | +9,772.3% | +4,402.6% | +5,369.6% | +2,632.0% |
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