+616.0%
QCOM vs HBM
+443.9%
+172.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.2% |
| 7D | +0.4% | -3.6% | +4.0% | +1.2% |
| 30D | -6.6% | -19.2% | +12.6% | -2.4% |
| 3M | +3.7% | -20.5% | +24.2% | +8.2% |
| 6M | -13.3% | -12.8% | -0.5% | -11.6% |
| YTD | -1.8% | +5.4% | -7.2% | -4.7% |
| 1Y | -2.5% | +33.0% | -35.5% | -9.7% |
| 3Y | +47.0% | +357.3% | -310.4% | +4.4% |
| 5Y | +13.1% | +210.4% | -197.3% | -17.0% |
| 10Y | +224.7% | +387.1% | -162.4% | +94.0% |
| All | +616.0% | +443.9% | +172.0% | +243.6% |
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