+129.8%
HSY vs QSR
+206.0%
-76.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -3.0% | -2.4% | -0.6% | -2.4% |
| 30D | -5.0% | +5.7% | -10.7% | -6.4% |
| 3M | -1.3% | +6.9% | -8.2% | -3.0% |
| 6M | -21.5% | +6.9% | -28.4% | -23.0% |
| YTD | -3.3% | +14.9% | -18.2% | -6.8% |
| 1Y | -5.5% | +29.1% | -34.6% | -11.6% |
| 3Y | -9.9% | +26.1% | -36.1% | -15.9% |
| 5Y | +11.3% | +42.3% | -31.0% | +0.2% |
| 10Y | +128.1% | +134.0% | -5.9% | +76.3% |
| All | +129.8% | +206.0% | -76.2% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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