+410.4%
HSY vs QID
-100.0%
+510.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +1.0% |
| 7D | -2.1% | -7.1% | +5.0% | -3.3% |
| 30D | +6.1% | +12.6% | -6.5% | +8.4% |
| 3M | -5.6% | +14.2% | -19.9% | -3.3% |
| 6M | -9.5% | +6.2% | -15.7% | -8.3% |
| YTD | -2.1% | -21.8% | +19.7% | -5.8% |
| 1Y | +0.8% | -23.1% | +23.9% | -3.3% |
| 3Y | -2.1% | -71.3% | +69.2% | -20.6% |
| 5Y | +11.2% | -77.0% | +88.2% | -8.2% |
| 10Y | +128.3% | -99.0% | +227.3% | +0.7% |
| All | +410.4% | -100.0% | +510.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 all: compounded portfolio wealth divided by compounded QID 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…
all analysis · Full analysis span regression · 6 months rolling