+274.7%
IONQ vs HSY
+30.4%
+244.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +7.1% | -1.6% | +8.7% | +6.6% |
| 30D | -8.9% | -4.2% | -4.7% | -10.0% |
| 3M | -35.6% | -0.7% | -34.8% | -35.4% |
| 6M | +13.3% | -21.8% | +35.1% | +6.4% |
| YTD | -9.8% | -2.7% | -7.1% | -9.1% |
| 1Y | -1.3% | -4.8% | +3.5% | -1.1% |
| 3Y | +109.3% | -9.4% | +118.6% | +112.2% |
| 5Y | +304.7% | +11.3% | +293.4% | +391.5% |
| All | +274.7% | +30.4% | +244.3% | +373.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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