+741.2%
QCOM vs HDB
+4,142.9%
-3,401.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.0% |
| 7D | +0.4% | +13.3% | -13.0% | -3.4% |
| 30D | -6.6% | +13.6% | -20.2% | -10.3% |
| 3M | +3.7% | +5.8% | -2.1% | +1.5% |
| 6M | -13.3% | -1.9% | -11.4% | -13.6% |
| YTD | -1.8% | -31.2% | +29.4% | +8.6% |
| 1Y | -2.5% | -29.6% | +27.1% | +6.9% |
| 3Y | +47.0% | -10.1% | +57.1% | +47.1% |
| 5Y | +13.1% | -24.3% | +37.5% | +18.4% |
| 10Y | +224.7% | +59.3% | +165.4% | +161.4% |
| All | +741.2% | +4,142.9% | -3,401.7% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling