+11.2%
QCOM vs HL
+145.7%
-134.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +5.1% |
| 7D | +0.4% | +8.9% | -8.6% | -1.2% |
| 30D | -6.6% | -10.1% | +3.5% | -4.8% |
| 3M | +3.7% | -7.0% | +10.7% | +4.5% |
| 6M | -13.3% | -18.8% | +5.4% | -10.8% |
| YTD | -1.8% | -23.1% | +21.4% | 0.0% |
| 1Y | -2.5% | +8.9% | -11.4% | -6.9% |
| 3Y | +47.0% | +255.0% | -208.0% | +7.1% |
| All | +11.2% | +145.7% | -134.5% | -10.2% |
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