+51,000.2%
QCOM vs HSY
+3,749.1%
+47,251.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.2% | +4.3% |
| 7D | +5.8% | +1.3% | +4.5% | +5.4% |
| 30D | -2.3% | +6.6% | -8.9% | -4.1% |
| 3M | +2.7% | -4.1% | +6.8% | +3.2% |
| 6M | -21.0% | -5.2% | -15.8% | -20.8% |
| YTD | +1.8% | -2.5% | +4.4% | +0.5% |
| 1Y | +2.4% | +4.7% | -2.3% | -0.8% |
| 3Y | +52.1% | +0.6% | +51.6% | +45.5% |
| 5Y | +14.6% | +11.7% | +3.0% | +5.3% |
| 10Y | +230.9% | +120.0% | +110.9% | +153.0% |
| All | +51,000.2% | +3,749.1% | +47,251.1% | +19,440.8% |
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 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