+39.3%
QCOM vs HAS
+182.9%
-143.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.7% | -7.8% | -8.9% |
| 7D | -15.5% | 0.0% | -15.4% | -15.4% |
| 30D | -13.4% | +31.3% | -44.7% | -20.7% |
| 3M | 0.0% | +32.1% | -32.1% | -8.8% |
| 6M | -15.2% | +28.1% | -43.3% | -22.6% |
| YTD | -6.9% | +49.1% | -56.0% | -20.4% |
| 1Y | -11.0% | +60.5% | -71.5% | -26.1% |
| All | +39.3% | +182.9% | -143.6% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling