+2.3%
QCOM vs HAS
+66.3%
-64.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.3% | +4.8% |
| 7D | -5.3% | +2.4% | -7.8% | -5.7% |
| 30D | -4.2% | +31.6% | -35.8% | -8.3% |
| 3M | +7.0% | +33.9% | -26.8% | +2.1% |
| 6M | +3.8% | +31.4% | -27.6% | -1.8% |
| YTD | +2.8% | +51.6% | -48.8% | -10.8% |
| 1Y | +2.3% | +65.2% | -62.9% | -16.1% |
| All | +2.3% | +66.3% | -64.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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