+19.7%
QCOM vs HDB
-22.2%
+41.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.0% | +6.9% | -5.0% | -0.3% |
| 30D | +1.2% | +15.2% | -14.0% | -3.6% |
| 3M | +9.1% | +11.7% | -2.6% | +4.7% |
| 6M | -25.0% | +7.5% | -32.5% | -27.3% |
| YTD | +4.8% | -28.8% | +33.6% | +17.2% |
| 1Y | +3.6% | -29.1% | +32.7% | +15.8% |
| 3Y | +51.5% | -7.0% | +58.5% | +46.9% |
| 5Y | +19.7% | -22.1% | +41.8% | +25.8% |
| All | +19.7% | -22.2% | +41.9% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling