-2.2%
HSY vs Q
+78.4%
-80.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.5% |
| 7D | -3.0% | +6.6% | -9.6% | -2.4% |
| 30D | -5.0% | -6.6% | +1.5% | -5.5% |
| 3M | -1.3% | -13.2% | +11.9% | -2.7% |
| 6M | -21.5% | +9.9% | -31.5% | -22.6% |
| YTD | -3.3% | +53.9% | -57.2% | -1.8% |
| All | -2.2% | +78.4% | -80.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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