+46,613.4%
QCOM vs HAS
+2,272.2%
+44,341.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.7% | -7.8% | -9.0% |
| 7D | -15.5% | 0.0% | -15.4% | -15.4% |
| 30D | -13.4% | +31.3% | -44.7% | -20.6% |
| 3M | 0.0% | +32.1% | -32.1% | -8.5% |
| 6M | -15.2% | +28.1% | -43.3% | -22.4% |
| YTD | -6.9% | +49.1% | -56.0% | -19.0% |
| 1Y | -11.0% | +60.5% | -71.5% | -24.4% |
| 3Y | +39.8% | +183.9% | -144.1% | -2.3% |
| 5Y | +7.2% | +51.2% | -44.0% | -10.1% |
| 10Y | +207.7% | +105.3% | +102.4% | +122.3% |
| All | +46,613.4% | +2,272.2% | +44,341.2% | +15,502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling