+230.9%
QCOM vs HBM
+328.6%
-97.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.0% | -5.3% | +1.5% |
| 7D | +5.8% | +5.0% | +0.8% | +4.7% |
| 30D | -2.3% | -12.7% | +10.5% | +1.0% |
| 3M | +2.7% | -17.4% | +20.1% | +7.0% |
| 6M | -21.0% | -8.9% | -12.2% | -20.2% |
| YTD | +1.8% | +14.9% | -13.1% | -3.9% |
| 1Y | +2.4% | +41.4% | -39.0% | -8.1% |
| 3Y | +52.1% | +462.1% | -410.0% | -3.7% |
| 5Y | +14.6% | +224.0% | -209.4% | -21.9% |
| 10Y | +230.9% | +320.9% | -90.0% | +85.9% |
| All | +230.9% | +328.6% | -97.8% | +85.9% |
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