+242.6%
QCOM vs HL
+132.4%
+110.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.8% | -2.4% |
| 7D | +4.3% | -11.1% | +15.4% | +6.0% |
| 30D | -0.1% | -12.1% | +12.0% | +1.7% |
| 3M | +5.2% | -26.1% | +31.3% | +9.4% |
| 6M | -18.4% | -37.7% | +19.4% | -13.5% |
| YTD | +2.4% | -31.7% | +34.1% | +5.9% |
| 1Y | +0.9% | -11.6% | +12.5% | +0.6% |
| 3Y | +48.4% | +249.6% | -201.3% | +19.5% |
| 5Y | +16.6% | +108.5% | -91.9% | -3.2% |
| All | +242.6% | +132.4% | +110.3% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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