+10,056.0%
CSX vs HSY
+4,513.9%
+5,542.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | -2.7% | +10.7% | -13.4% | -6.0% |
| 30D | +7.0% | +10.3% | -3.3% | +3.5% |
| 3M | -0.3% | -0.4% | +0.1% | -0.4% |
| 6M | +13.5% | -2.5% | +16.1% | +13.6% |
| YTD | +41.5% | -0.3% | +41.8% | +40.0% |
| 1Y | +45.8% | +7.6% | +38.2% | +40.3% |
| 3Y | +74.4% | +3.2% | +71.2% | +66.2% |
| 5Y | +53.6% | +14.7% | +38.9% | +40.2% |
| 10Y | +465.6% | +126.0% | +339.6% | +307.7% |
| All | +10,056.0% | +4,513.9% | +5,542.0% | +2,684.7% |
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