+16,820.8%
NOC vs HSY
+4,406.3%
+12,414.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.1% |
| 7D | +4.5% | -2.3% | +6.9% | +5.2% |
| 30D | +14.1% | +6.3% | +7.8% | +12.0% |
| 3M | -4.5% | -5.2% | +0.7% | -3.3% |
| 6M | -0.8% | -8.3% | +7.5% | +1.1% |
| YTD | -2.5% | -2.7% | +0.1% | -2.7% |
| 1Y | -0.1% | +0.1% | -0.2% | -1.0% |
| 3Y | +24.6% | -1.0% | +25.7% | +21.9% |
| 5Y | +65.6% | +10.6% | +55.0% | +57.3% |
| 10Y | +160.5% | +127.0% | +33.6% | +105.1% |
| All | +16,820.8% | +4,406.3% | +12,414.5% | +7,070.1% |
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