+245.8%
QCOM vs HAS
+106.0%
+139.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.1% |
| 7D | +2.0% | +2.0% | -0.1% | +1.3% |
| 30D | +1.2% | +30.9% | -29.7% | -8.3% |
| 3M | +9.1% | +28.8% | -19.6% | -0.8% |
| 6M | -25.0% | +32.3% | -57.3% | -33.1% |
| YTD | +4.8% | +54.7% | -49.8% | -12.4% |
| 1Y | +3.6% | +63.2% | -59.6% | -15.2% |
| 3Y | +51.5% | +220.7% | -169.2% | -5.9% |
| 5Y | +19.7% | +53.3% | -33.6% | -3.5% |
| 10Y | +245.8% | +104.2% | +141.6% | +140.2% |
| All | +245.8% | +106.0% | +139.8% | +140.2% |
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