+36.2%
QCOM vs HL
+241.1%
-204.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.2% | +3.4% |
| 7D | +5.1% | +7.1% | -2.0% | +3.7% |
| 30D | +4.3% | +21.4% | -17.2% | +0.3% |
| 3M | -19.6% | +37.4% | -57.1% | -24.5% |
| 6M | +29.5% | +0.4% | +29.1% | +27.6% |
| YTD | +3.4% | +6.7% | -3.3% | -0.6% |
| 1Y | +10.9% | +102.4% | -91.5% | -6.0% |
| 3Y | +74.8% | +417.4% | -342.6% | +19.6% |
| 5Y | +36.2% | +243.3% | -207.1% | -5.7% |
| All | +36.2% | +241.1% | -204.9% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling