+47.4%
NSC vs HSY
+10.4%
+37.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -5.5% | -3.3% | -2.2% | -4.7% |
| 30D | -3.2% | -2.8% | -0.4% | -2.6% |
| 3M | +7.7% | -4.5% | +12.2% | +8.6% |
| 6M | +4.5% | -24.2% | +28.7% | +11.6% |
| YTD | +15.6% | -2.7% | +18.3% | +15.3% |
| 1Y | +19.8% | -3.7% | +23.6% | +19.7% |
| 3Y | +70.1% | -11.5% | +81.6% | +73.9% |
| All | +47.4% | +10.4% | +37.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling