+216.5%
QCOM vs HAS
+101.4%
+115.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.7% |
| 7D | +0.4% | -0.2% | +0.5% | +0.5% |
| 30D | -6.6% | +31.0% | -37.6% | -15.5% |
| 3M | +3.7% | +30.7% | -27.0% | -6.3% |
| 6M | -13.3% | +23.9% | -37.2% | -20.8% |
| YTD | -1.8% | +48.3% | -50.1% | -16.7% |
| 1Y | -2.5% | +60.2% | -62.7% | -19.7% |
| 3Y | +47.0% | +189.2% | -142.2% | -5.2% |
| 5Y | +13.1% | +50.4% | -37.3% | -8.1% |
| All | +216.5% | +101.4% | +115.1% | +123.0% |
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