+19.8%
NSC vs HSY
-3.5%
+23.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -5.5% | -3.3% | -2.2% | -5.1% |
| 30D | -3.2% | -2.8% | -0.4% | -2.9% |
| 3M | +7.7% | -4.5% | +12.2% | +8.3% |
| 6M | +4.5% | -24.2% | +28.7% | +7.5% |
| YTD | +15.6% | -2.7% | +18.3% | +16.4% |
| 1Y | +19.8% | -3.7% | +23.6% | +21.6% |
| All | +19.8% | -3.5% | +23.4% | +21.6% |
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