+176.1%
QLD vs HSY
-11.4%
+187.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.2% |
| 7D | +0.6% | -3.3% | +3.9% | +0.2% |
| 30D | -0.1% | -2.8% | +2.7% | -0.4% |
| 3M | -8.4% | -4.5% | -3.9% | -8.5% |
| 6M | +32.2% | -24.2% | +56.4% | +30.6% |
| YTD | +28.9% | -2.7% | +31.6% | +29.0% |
| 1Y | +43.8% | -3.7% | +47.6% | +44.1% |
| All | +176.1% | -11.4% | +187.5% | +194.0% |
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