+250.3%
QCOM vs HAS
+56.4%
+193.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.3% | -1.8% | +5.1% | +4.0% |
| 30D | +7.7% | +2.3% | +5.4% | +6.8% |
| 3M | -30.1% | +10.4% | -40.4% | -32.8% |
| 6M | +22.8% | -3.2% | +26.1% | +22.8% |
| YTD | +0.2% | +15.4% | -15.2% | -6.5% |
| 1Y | +7.9% | +18.8% | -10.9% | -0.5% |
| 3Y | +55.8% | +43.9% | +11.9% | +30.4% |
| 5Y | +30.1% | +13.9% | +16.2% | +17.2% |
| All | +250.3% | +56.4% | +193.9% | +177.7% |
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