+263.7%
QCOM vs HSY
+122.8%
+140.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +5.1% | -1.6% | +6.6% | +5.4% |
| 30D | +4.3% | -4.2% | +8.5% | +5.2% |
| 3M | -19.6% | -0.7% | -18.9% | -19.9% |
| 6M | +29.5% | -21.8% | +51.3% | +36.7% |
| YTD | +3.4% | -2.7% | +6.0% | +2.1% |
| 1Y | +10.9% | -4.8% | +15.7% | +10.1% |
| 3Y | +74.8% | -9.4% | +84.1% | +72.9% |
| 5Y | +36.2% | +11.3% | +24.9% | +18.7% |
| 10Y | +263.7% | +125.0% | +138.7% | +149.8% |
| All | +263.7% | +122.8% | +140.9% | +149.8% |
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