+1,646.5%
QLD vs HSY
+122.8%
+1,523.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +3.0% | -1.6% | +4.5% | +3.6% |
| 30D | -1.8% | -4.2% | +2.4% | -0.2% |
| 3M | -1.8% | -0.7% | -1.1% | -2.6% |
| 6M | +36.9% | -21.8% | +58.7% | +50.8% |
| YTD | +28.7% | -2.7% | +31.4% | +25.9% |
| 1Y | +41.9% | -4.8% | +46.7% | +39.5% |
| 3Y | +184.2% | -9.4% | +193.6% | +174.6% |
| 5Y | +122.1% | +11.3% | +110.8% | +79.1% |
| 10Y | +1,646.5% | +125.0% | +1,521.5% | +940.4% |
| All | +1,646.5% | +122.8% | +1,523.6% | +940.4% |
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 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