+24.4%
NSC vs HSY
+14.9%
+9.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -6.6% | +7.5% | -14.2% | -8.3% |
| 30D | +2.2% | +11.1% | -8.9% | -0.5% |
| 3M | -6.2% | -1.9% | -4.3% | -5.9% |
| 6M | +1.7% | -3.0% | +4.7% | +2.0% |
| YTD | +12.2% | 0.0% | +12.2% | +11.1% |
| 1Y | +15.4% | +9.4% | +6.0% | +11.5% |
| 3Y | +73.3% | +3.8% | +69.6% | +66.5% |
| All | +24.4% | +14.9% | +9.5% | +6.8% |
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