+47.0%
QCOM vs HIG
+89.3%
-42.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +5.6% |
| 7D | +0.4% | +1.1% | -0.7% | +0.4% |
| 30D | -6.6% | +5.6% | -12.2% | -6.8% |
| 3M | +3.7% | -6.9% | +10.6% | +4.3% |
| 6M | -13.3% | +1.3% | -14.6% | -13.4% |
| YTD | -1.8% | -1.5% | -0.3% | -1.6% |
| 1Y | -2.5% | +6.6% | -9.1% | -4.6% |
| 3Y | +47.0% | +91.2% | -44.2% | +22.0% |
| All | +47.0% | +89.3% | -42.3% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling