+35.9%
HSY vs QS
-44.4%
+80.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -3.3% | -2.3% | -1.0% | -3.3% |
| 30D | -2.8% | -0.7% | -2.1% | -2.8% |
| 3M | -4.5% | -39.6% | +35.2% | -4.6% |
| 6M | -24.2% | -21.7% | -2.5% | -24.3% |
| YTD | -2.7% | -47.4% | +44.7% | -2.8% |
| 1Y | -3.7% | -28.4% | +24.6% | -3.7% |
| 3Y | -11.5% | -22.6% | +11.1% | -11.3% |
| 5Y | +10.3% | -75.6% | +85.9% | +10.1% |
| All | +35.9% | -44.4% | +80.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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