+251.9%
QCOM vs HD
+240.6%
+11.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | +13.0% | -0.5% | +13.5% | +13.3% |
| 30D | +0.2% | +18.5% | -18.3% | -10.5% |
| 3M | +9.2% | +2.2% | +7.1% | +7.0% |
| 6M | -15.0% | +13.8% | -28.9% | -23.4% |
| YTD | +5.2% | +3.4% | +1.8% | +0.2% |
| 1Y | +2.4% | -3.5% | +5.9% | +1.9% |
| 3Y | +52.0% | +29.0% | +23.0% | +20.8% |
| 5Y | +19.7% | +6.1% | +13.6% | +8.1% |
| All | +251.9% | +240.6% | +11.4% | +85.4% |
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