+630.4%
QCOM vs HBM
+613.3%
+17.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | -6.4% | +9.7% | +4.6% |
| 30D | +7.7% | +5.9% | +1.8% | +6.3% |
| 3M | -30.1% | -8.9% | -21.2% | -29.1% |
| 6M | +22.8% | +10.7% | +12.2% | +18.9% |
| YTD | +0.2% | +38.3% | -38.1% | -7.8% |
| 1Y | +7.9% | +121.3% | -113.5% | -10.0% |
| 3Y | +55.8% | +450.6% | -394.8% | +6.5% |
| 5Y | +30.1% | +338.0% | -307.9% | -10.9% |
| 10Y | +248.9% | +578.6% | -329.7% | +95.4% |
| All | +630.4% | +613.3% | +17.0% | +232.3% |
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