+113.0%
HOOD vs QCOM
+13.0%
+100.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | -0.2% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | -26.1% | -6.6% | -19.5% | -22.9% |
| 3M | -10.8% | +3.7% | -14.5% | -14.2% |
| 6M | +2.4% | -13.3% | +15.7% | +3.1% |
| YTD | -28.5% | -1.8% | -26.7% | -35.9% |
| 1Y | -36.3% | -2.5% | -33.8% | -42.4% |
| 3Y | +743.7% | +47.0% | +696.7% | +455.1% |
| All | +113.0% | +13.0% | +100.0% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling