+12,205.1%
QCOM vs HIG
+974.1%
+11,231.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.5% |
| 7D | +5.8% | -0.5% | +6.3% | +5.9% |
| 30D | -2.3% | +4.5% | -6.7% | -3.2% |
| 3M | +2.7% | -5.5% | +8.2% | +3.6% |
| 6M | -21.0% | +3.1% | -24.1% | -22.0% |
| YTD | +1.8% | -0.8% | +2.6% | +1.1% |
| 1Y | +2.4% | +6.1% | -3.7% | +0.3% |
| 3Y | +52.1% | +94.1% | -42.0% | +31.3% |
| 5Y | +14.6% | +106.4% | -91.8% | -2.3% |
| 10Y | +230.9% | +265.1% | -34.2% | +145.8% |
| All | +12,205.1% | +974.1% | +11,231.0% | +6,511.3% |
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