+281.8%
QCOM vs HIG
+314.4%
-32.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.1% |
| 7D | +4.4% | -0.5% | +4.8% | +4.5% |
| 30D | +9.4% | -2.8% | +12.2% | +10.4% |
| 3M | -13.7% | +6.3% | -20.0% | -16.1% |
| 6M | +28.9% | -0.1% | +29.0% | +27.5% |
| YTD | +4.7% | +0.4% | +4.3% | +3.3% |
| 1Y | +13.5% | +6.2% | +7.3% | +9.2% |
| 3Y | +77.1% | +101.6% | -24.5% | +30.6% |
| 5Y | +38.9% | +119.8% | -80.9% | -1.4% |
| 10Y | +281.8% | +311.7% | -30.0% | +125.6% |
| All | +281.8% | +314.4% | -32.6% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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