+242.8%
QCOM vs HBM
+301.8%
-59.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.1% |
| 7D | +5.5% | +2.4% | +3.2% | +5.0% |
| 30D | -1.1% | -16.0% | +14.8% | +3.1% |
| 3M | +7.6% | -21.3% | +28.9% | +13.3% |
| 6M | -20.1% | -12.2% | -7.8% | -18.5% |
| YTD | +3.0% | +10.7% | -7.6% | -2.0% |
| 1Y | +3.2% | +30.3% | -27.0% | -5.6% |
| 3Y | +48.9% | +432.2% | -383.4% | -4.8% |
| 5Y | +21.1% | +218.8% | -197.7% | -17.3% |
| 10Y | +242.8% | +281.4% | -38.6% | +93.1% |
| All | +242.8% | +301.8% | -59.0% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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