+230.9%
QCOM vs HDB
+61.5%
+169.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.8% |
| 7D | +5.8% | +13.7% | -7.9% | +1.3% |
| 30D | -2.3% | +15.8% | -18.1% | -7.2% |
| 3M | +2.7% | +9.2% | -6.5% | -0.7% |
| 6M | -21.0% | +3.2% | -24.2% | -22.5% |
| YTD | +1.8% | -29.4% | +31.2% | +13.3% |
| 1Y | +2.4% | -27.9% | +30.4% | +13.0% |
| 3Y | +52.1% | -5.9% | +58.0% | +49.0% |
| 5Y | +14.6% | -23.5% | +38.1% | +19.3% |
| 10Y | +230.9% | +61.3% | +169.5% | +177.5% |
| All | +230.9% | +61.5% | +169.4% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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