+50,186.6%
QCOM vs HL
+105.2%
+50,081.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +3.3% | +1.5% | +1.9% | +3.2% |
| 30D | +7.7% | +25.1% | -17.4% | +6.0% |
| 3M | -30.1% | +22.9% | -53.0% | -31.1% |
| 6M | +22.8% | -4.9% | +27.7% | +22.8% |
| YTD | +0.2% | +7.8% | -7.6% | -1.1% |
| 1Y | +7.9% | +133.9% | -126.0% | +1.0% |
| 3Y | +55.8% | +380.9% | -325.1% | +37.9% |
| 5Y | +30.1% | +230.2% | -200.1% | +16.1% |
| 10Y | +248.9% | +265.6% | -16.7% | +195.7% |
| All | +50,186.6% | +105.2% | +50,081.4% | +45,216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling