+11.2%
QCOM vs HSY
+14.9%
-3.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.6% |
| 7D | +0.4% | +7.5% | -7.2% | +0.9% |
| 30D | -6.6% | +11.1% | -17.7% | -5.9% |
| 3M | +3.7% | -1.9% | +5.6% | +3.9% |
| 6M | -13.3% | -3.0% | -10.3% | -12.9% |
| YTD | -1.8% | 0.0% | -1.8% | -1.8% |
| 1Y | -2.5% | +9.4% | -11.9% | -2.8% |
| 3Y | +47.0% | +3.8% | +43.2% | +45.8% |
| All | +11.2% | +14.9% | -3.7% | +8.4% |
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 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