+10.9%
QCOM vs HBM
+122.7%
-111.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +1.7% |
| 7D | +5.1% | +7.4% | -2.3% | +3.2% |
| 30D | +4.3% | +5.1% | -0.8% | +2.7% |
| 3M | -19.6% | +11.1% | -30.7% | -22.2% |
| 6M | +29.5% | +30.2% | -0.7% | +22.1% |
| YTD | +3.4% | +46.2% | -42.8% | -5.0% |
| 1Y | +10.9% | +120.0% | -109.1% | -1.2% |
| All | +10.9% | +122.7% | -111.8% | -1.2% |
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