+9,714.3%
CSX vs HSY
+4,530.8%
+5,183.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.5% |
| 7D | -5.5% | +7.5% | -13.1% | -7.8% |
| 30D | +4.9% | +11.1% | -6.1% | +1.3% |
| 3M | -2.9% | -1.9% | -0.9% | -2.4% |
| 6M | +8.3% | -3.0% | +11.3% | +8.6% |
| YTD | +36.7% | 0.0% | +36.7% | +35.1% |
| 1Y | +41.5% | +9.4% | +32.1% | +35.4% |
| 3Y | +68.6% | +3.8% | +64.9% | +60.4% |
| 5Y | +48.4% | +15.2% | +33.3% | +35.3% |
| 10Y | +446.6% | +126.9% | +319.7% | +293.5% |
| All | +9,714.3% | +4,530.8% | +5,183.5% | +2,587.6% |
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