+67.2%
QLD vs HSY
+14.9%
+52.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.5% |
| 7D | -10.3% | +7.5% | -17.8% | -10.4% |
| 30D | -26.1% | +11.1% | -37.1% | -26.4% |
| 3M | -17.8% | -1.9% | -15.8% | -17.5% |
| 6M | -15.6% | -3.0% | -12.6% | -15.4% |
| YTD | +5.4% | 0.0% | +5.3% | +4.7% |
| 1Y | +5.2% | +9.4% | -4.2% | +2.8% |
| 3Y | +139.4% | +3.8% | +135.7% | +128.2% |
| All | +67.2% | +14.9% | +52.3% | +64.1% |
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