+189.8%
HOOD vs QCOM
+30.0%
+159.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +17.1% | +3.3% | +13.8% | +14.7% |
| 30D | +31.6% | +7.7% | +23.9% | +25.5% |
| 3M | +38.2% | -30.1% | +68.3% | +69.5% |
| 6M | +48.5% | +22.8% | +25.7% | +15.4% |
| YTD | +8.0% | +0.2% | +7.8% | -2.6% |
| 1Y | +18.7% | +7.9% | +10.8% | +1.7% |
| 3Y | +999.1% | +55.8% | +943.3% | +618.1% |
| All | +189.8% | +30.0% | +159.8% | +120.9% |
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