+7,443.4%
QLD vs HSY
+437.6%
+7,005.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.3% |
| 7D | -10.3% | +7.5% | -17.8% | -14.7% |
| 30D | -26.1% | +11.1% | -37.1% | -31.8% |
| 3M | -17.8% | -1.9% | -15.8% | -18.0% |
| 6M | -15.6% | -3.0% | -12.6% | -17.2% |
| YTD | +5.4% | 0.0% | +5.3% | -1.1% |
| 1Y | +5.2% | +9.4% | -4.2% | -7.9% |
| 3Y | +139.4% | +3.8% | +135.7% | +98.0% |
| 5Y | +66.7% | +15.2% | +51.5% | +22.9% |
| 10Y | +1,422.1% | +126.9% | +1,295.2% | +517.5% |
| All | +7,443.4% | +437.6% | +7,005.8% | +916.5% |
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