+666.7%
QCOM vs HBM
+462.4%
+204.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +13.0% | +5.1% | +8.0% | +11.8% |
| 30D | +0.2% | -15.8% | +16.0% | +3.7% |
| 3M | +9.2% | -22.4% | +31.6% | +14.5% |
| 6M | -15.0% | -20.2% | +5.2% | -11.8% |
| YTD | +5.2% | +9.0% | -3.8% | +1.3% |
| 1Y | +2.4% | +27.4% | -25.0% | -4.5% |
| 3Y | +52.0% | +424.2% | -372.3% | +5.2% |
| 5Y | +19.7% | +196.1% | -176.4% | -11.5% |
| 10Y | +246.9% | +285.4% | -38.5% | +114.6% |
| All | +666.7% | +462.4% | +204.4% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling