+189.8%
NOC vs HSY
+130.0%
+59.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.2% |
| 7D | -1.8% | -0.4% | -1.3% | -1.6% |
| 30D | -9.4% | -3.4% | -6.0% | -8.3% |
| 3M | -3.8% | -0.5% | -3.3% | -3.9% |
| 6M | -28.8% | -19.1% | -9.6% | -23.5% |
| YTD | -7.9% | -2.1% | -5.8% | -8.3% |
| 1Y | -9.0% | -3.2% | -5.8% | -9.3% |
| 3Y | +29.1% | -8.8% | +37.9% | +29.3% |
| 5Y | +58.9% | +13.0% | +46.0% | +44.6% |
| All | +189.8% | +130.0% | +59.9% | +117.3% |
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