+227.2%
IONQ vs HSY
+30.5%
+196.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.6% | +10.9% | +7.4% |
| 7D | +25.5% | +1.3% | +24.2% | +26.3% |
| 30D | -11.4% | +6.6% | -18.0% | -9.0% |
| 3M | -20.5% | -4.1% | -16.3% | -20.9% |
| 6M | -28.2% | -5.2% | -23.0% | -28.5% |
| YTD | -21.2% | -2.5% | -18.7% | -20.1% |
| 1Y | -40.4% | +4.7% | -45.1% | -38.3% |
| 3Y | +214.7% | +0.6% | +214.1% | +231.6% |
| 5Y | +56.9% | +11.7% | +45.2% | +92.7% |
| All | +227.2% | +30.5% | +196.7% | +316.2% |
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