+288.0%
NSC vs HSY
+131.4%
+156.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -3.5% | +1.1% | -4.6% | -4.0% |
| 30D | +3.9% | +7.7% | -3.7% | +0.9% |
| 3M | -0.8% | -2.3% | +1.5% | -0.2% |
| 6M | +7.1% | -5.3% | +12.4% | +8.5% |
| YTD | +16.4% | -0.9% | +17.3% | +14.9% |
| 1Y | +16.9% | +5.2% | +11.7% | +12.4% |
| 3Y | +78.4% | +0.7% | +77.6% | +69.6% |
| 5Y | +33.1% | +12.2% | +20.9% | +17.3% |
| All | +288.0% | +131.4% | +156.6% | +168.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling