+12,009.2%
QCOM vs HIG
+1,002.1%
+11,007.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | +7.7% | -3.2% | +10.9% | +8.4% |
| 3M | -30.1% | +9.1% | -39.2% | -31.6% |
| 6M | +22.8% | -1.8% | +24.6% | +22.5% |
| YTD | +0.2% | +1.8% | -1.6% | -0.8% |
| 1Y | +7.9% | +4.6% | +3.3% | +6.1% |
| 3Y | +55.8% | +101.6% | -45.8% | +33.6% |
| 5Y | +30.1% | +124.5% | -94.4% | +9.2% |
| 10Y | +248.9% | +317.8% | -68.9% | +153.3% |
| All | +12,009.2% | +1,002.1% | +11,007.1% | +6,386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling