+3.2%
QCOM vs HBM
+31.9%
-28.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.3% |
| 7D | +5.5% | +2.4% | +3.2% | +4.9% |
| 30D | -1.1% | -16.0% | +14.8% | +3.6% |
| 3M | +7.6% | -21.3% | +28.9% | +13.9% |
| 6M | -20.1% | -12.2% | -7.8% | -17.6% |
| YTD | +3.0% | +10.7% | -7.6% | -0.3% |
| 1Y | +3.2% | +30.3% | -27.0% | -6.5% |
| All | +3.2% | +31.9% | -28.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling