+34.5%
QXO vs HSY
+128.6%
-94.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | -18.1% | -5.2% | -12.9% | -17.8% |
| 3M | -25.8% | -3.4% | -22.3% | -25.6% |
| 6M | -41.7% | -19.2% | -22.5% | -41.0% |
| YTD | -36.2% | -2.6% | -33.5% | -36.1% |
| 1Y | -42.1% | -3.8% | -38.3% | -42.0% |
| 3Y | -46.2% | -10.6% | -35.5% | -45.6% |
| 5Y | -70.7% | +12.3% | -83.0% | -72.2% |
| All | +34.5% | +128.6% | -94.1% | -32.8% |
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