+153.8%
QLD vs HSY
+0.7%
+153.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.9% |
| 7D | -1.2% | +1.1% | -2.3% | -0.9% |
| 30D | -15.7% | +7.7% | -23.4% | -14.5% |
| 3M | -10.0% | -2.3% | -7.7% | -9.8% |
| 6M | -11.2% | -5.3% | -5.9% | -10.9% |
| YTD | +16.4% | -0.9% | +17.2% | +17.4% |
| 1Y | +12.7% | +5.2% | +7.4% | +14.0% |
| All | +153.8% | +0.7% | +153.1% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling