+202.0%
IONQ vs HSY
+34.0%
+168.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.4% | +23.1% | +23.5% |
| 7D | +8.6% | +7.5% | +1.1% | +11.6% |
| 30D | -21.1% | +11.1% | -32.2% | -17.9% |
| 3M | -17.9% | -1.9% | -15.9% | -17.7% |
| 6M | -37.9% | -3.0% | -35.0% | -37.7% |
| YTD | -27.3% | 0.0% | -27.3% | -25.6% |
| 1Y | -43.2% | +9.4% | -52.6% | -40.4% |
| 3Y | +191.0% | +3.8% | +187.2% | +209.7% |
| 5Y | +69.3% | +15.2% | +54.1% | +110.2% |
| All | +202.0% | +34.0% | +168.0% | +287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling