+278.9%
UNP vs HSY
+128.6%
+150.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | +4.2% | -2.1% | +6.4% | +4.9% |
| 30D | +5.6% | +6.1% | -0.5% | +3.3% |
| 3M | +2.0% | -5.6% | +7.7% | +3.7% |
| 6M | +15.4% | -9.5% | +25.0% | +18.6% |
| YTD | +32.7% | -2.1% | +34.8% | +32.0% |
| 1Y | +39.4% | +0.8% | +38.7% | +37.1% |
| 3Y | +54.3% | -2.1% | +56.4% | +49.7% |
| 5Y | +39.6% | +11.2% | +28.4% | +25.8% |
| All | +278.9% | +128.6% | +150.3% | +179.2% |
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