+139.3%
HOOD vs QCOM
+31.1%
+108.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +0.7% |
| 7D | -0.6% | +5.8% | -6.4% | -3.9% |
| 30D | -23.6% | -2.3% | -21.3% | -22.4% |
| 3M | -10.7% | +2.7% | -13.4% | -13.4% |
| 6M | +8.2% | -21.0% | +29.2% | +17.3% |
| YTD | -26.3% | +1.8% | -28.1% | -35.1% |
| 1Y | -36.1% | +2.4% | -38.5% | -43.7% |
| 3Y | +950.7% | +52.1% | +898.6% | +589.9% |
| 5Y | +127.0% | +14.6% | +112.4% | +76.6% |
| All | +139.3% | +31.1% | +108.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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