+15,768.5%
NOC vs HSY
+4,402.6%
+11,365.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -5.2% | -3.3% | -1.9% | -4.3% |
| 30D | -7.2% | -2.8% | -4.4% | -6.5% |
| 3M | -5.1% | -4.5% | -0.6% | -4.1% |
| 6M | -31.1% | -24.2% | -6.9% | -26.0% |
| YTD | -8.6% | -2.7% | -5.9% | -8.5% |
| 1Y | -9.7% | -3.7% | -6.0% | -9.6% |
| 3Y | +24.3% | -11.5% | +35.7% | +25.6% |
| 5Y | +52.6% | +10.3% | +42.3% | +45.3% |
| 10Y | +183.6% | +122.1% | +61.5% | +124.7% |
| All | +15,768.5% | +4,402.6% | +11,365.8% | +6,638.7% |
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