+45.7%
IONQ vs HSY
+11.0%
+34.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.2% |
| 7D | -11.5% | -2.1% | -9.3% | -12.0% |
| 30D | -8.1% | +6.1% | -14.2% | -6.0% |
| 3M | -35.8% | -5.6% | -30.2% | -36.3% |
| 6M | -47.7% | -9.5% | -38.2% | -48.5% |
| YTD | -35.6% | -2.1% | -33.5% | -34.7% |
| 1Y | -36.4% | +0.8% | -37.2% | -35.0% |
| 3Y | +150.0% | -2.1% | +152.2% | +160.6% |
| All | +45.7% | +11.0% | +34.7% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling