+250.7%
HOOD vs QCOM
+29.0%
+221.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +69.6% |
| 6M | +48.5% | +22.8% | +25.7% | +15.3% |
| YTD | +8.0% | +0.2% | +7.8% | -2.6% |
| 1Y | +18.7% | +7.9% | +10.8% | +1.6% |
| 3Y | +999.1% | +55.8% | +943.3% | +616.5% |
| 5Y | +181.7% | +30.1% | +151.6% | +128.3% |
| All | +250.7% | +29.0% | +221.7% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling