-36.3%
HOOD vs QCOM
-5.0%
-31.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | +1.2% |
| 7D | -4.8% | +0.4% | -5.2% | -4.7% |
| 30D | -26.1% | -6.6% | -19.5% | -24.1% |
| 3M | -10.8% | +3.7% | -14.5% | -12.2% |
| 6M | +2.4% | -13.3% | +15.7% | +2.2% |
| YTD | -28.5% | -1.8% | -26.7% | -33.6% |
| 1Y | -36.3% | -2.5% | -33.8% | -40.7% |
| All | -36.3% | -5.0% | -31.3% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling