+157.4%
NOC vs HSY
+128.6%
+28.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | +4.8% | -2.1% | +7.0% | +5.6% |
| 30D | +11.0% | +6.1% | +4.9% | +8.4% |
| 3M | -3.8% | -5.6% | +1.8% | -2.0% |
| 6M | +0.6% | -9.5% | +10.2% | +3.7% |
| YTD | -2.3% | -2.1% | -0.2% | -3.0% |
| 1Y | +0.3% | +0.8% | -0.5% | -1.6% |
| 3Y | +24.6% | -2.1% | +26.7% | +20.7% |
| 5Y | +66.0% | +11.2% | +54.7% | +51.4% |
| All | +157.4% | +128.6% | +28.8% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling