+16,860.8%
NOC vs HSY
+4,431.8%
+12,429.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | +4.8% | -2.1% | +7.0% | +5.4% |
| 30D | +11.0% | +6.1% | +4.9% | +9.1% |
| 3M | -3.8% | -5.6% | +1.8% | -2.5% |
| 6M | +0.6% | -9.5% | +10.2% | +2.9% |
| YTD | -2.3% | -2.1% | -0.2% | -2.6% |
| 1Y | +0.3% | +0.8% | -0.5% | -0.9% |
| 3Y | +24.6% | -2.1% | +26.7% | +22.3% |
| 5Y | +66.0% | +11.2% | +54.7% | +57.4% |
| 10Y | +161.2% | +128.3% | +32.9% | +105.3% |
| All | +16,860.8% | +4,431.8% | +12,429.0% | +7,076.1% |
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