+242.6%
QCOM vs HAS
+97.5%
+145.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.4% |
| 7D | +4.3% | +1.4% | +2.9% | +3.8% |
| 30D | -0.1% | +26.3% | -26.4% | -8.4% |
| 3M | +5.2% | +25.6% | -20.4% | -3.5% |
| 6M | -18.4% | +30.3% | -48.6% | -26.8% |
| YTD | +2.4% | +50.4% | -48.0% | -13.5% |
| 1Y | +0.9% | +57.7% | -56.8% | -16.4% |
| 3Y | +48.4% | +213.4% | -165.0% | -7.2% |
| 5Y | +16.6% | +49.1% | -32.5% | -5.1% |
| All | +242.6% | +97.5% | +145.1% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling