+135.8%
HOOD vs QCOM
+17.2%
+118.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.1% |
| 7D | -5.1% | +5.5% | -10.6% | -8.1% |
| 30D | -25.4% | -1.1% | -24.3% | -24.8% |
| 3M | -14.0% | +7.6% | -21.5% | -19.0% |
| 6M | +5.6% | -20.1% | +25.7% | +13.7% |
| YTD | -28.1% | +3.0% | -31.1% | -37.4% |
| 1Y | -40.1% | +3.2% | -43.4% | -47.8% |
| 3Y | +888.2% | +48.9% | +839.3% | +547.3% |
| 5Y | +135.8% | +21.1% | +114.7% | +76.1% |
| All | +135.8% | +17.2% | +118.6% | +76.1% |
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