+230.9%
QCOM vs HD
+272.9%
-42.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +1.8% |
| 7D | +5.8% | +3.6% | +2.2% | +3.4% |
| 30D | -2.3% | +21.6% | -23.9% | -14.1% |
| 3M | +2.7% | +0.1% | +2.6% | +1.9% |
| 6M | -21.0% | +13.0% | -34.0% | -28.5% |
| YTD | +1.8% | +4.9% | -3.1% | -3.9% |
| 1Y | +2.4% | -2.1% | +4.5% | +1.0% |
| 3Y | +52.1% | +32.6% | +19.5% | +18.9% |
| 5Y | +14.6% | +8.2% | +6.4% | +2.2% |
| 10Y | +230.9% | +257.9% | -27.0% | +75.0% |
| All | +230.9% | +272.9% | -42.0% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling