+0.3%
NOC vs HSY
+0.7%
-0.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | +4.8% | -2.1% | +7.0% | +5.3% |
| 30D | +11.0% | +6.1% | +4.9% | +9.4% |
| 3M | -3.8% | -5.6% | +1.8% | -2.8% |
| 6M | +0.6% | -9.5% | +10.2% | +2.0% |
| YTD | -2.3% | -2.1% | -0.2% | -3.8% |
| 1Y | +0.3% | +0.8% | -0.5% | -3.0% |
| All | +0.3% | +0.7% | -0.5% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling