+407.4%
HSY vs QID
-100.0%
+507.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.6% | -2.7% | +1.2% | -2.0% |
| 30D | -4.2% | +1.8% | -6.0% | -3.9% |
| 3M | -0.7% | -2.2% | +1.4% | -0.9% |
| 6M | -21.8% | -32.1% | +10.3% | -26.8% |
| YTD | -2.7% | -28.6% | +25.9% | -8.0% |
| 1Y | -4.8% | -36.3% | +31.5% | -11.7% |
| 3Y | -9.4% | -74.4% | +65.0% | -27.9% |
| 5Y | +11.3% | -80.8% | +92.0% | -11.4% |
| 10Y | +125.0% | -99.1% | +224.1% | -2.0% |
| All | +407.4% | -100.0% | +507.4% | +17.9% |
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