+242.6%
QCOM vs HBM
+281.1%
-38.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | +4.3% | +2.2% | +2.0% | +3.6% |
| 30D | -0.1% | -11.8% | +11.7% | +3.1% |
| 3M | +5.2% | -19.2% | +24.4% | +10.2% |
| 6M | -18.4% | -22.9% | +4.5% | -14.1% |
| YTD | +2.4% | +7.8% | -5.4% | -1.9% |
| 1Y | +0.9% | +34.9% | -34.0% | -8.4% |
| 3Y | +48.4% | +422.2% | -373.8% | -4.7% |
| 5Y | +16.6% | +192.8% | -176.2% | -18.9% |
| All | +242.6% | +281.1% | -38.5% | +94.1% |
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