+36.2%
QCOM vs HIG
+122.5%
-86.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.1% | +3.8% |
| 7D | +5.1% | -1.1% | +6.1% | +5.4% |
| 30D | +4.3% | -4.9% | +9.2% | +6.0% |
| 3M | -19.6% | +6.8% | -26.4% | -22.1% |
| 6M | +29.5% | -1.7% | +31.2% | +29.1% |
| YTD | +3.4% | -0.2% | +3.6% | +2.3% |
| 1Y | +10.9% | +5.7% | +5.2% | +6.5% |
| 3Y | +74.8% | +100.3% | -25.5% | +15.9% |
| 5Y | +36.2% | +118.5% | -82.3% | -18.4% |
| All | +36.2% | +122.5% | -86.4% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling