+70.9%
QCOM vs HLT
+99.0%
-28.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.9% | -2.6% | +7.5% | +6.4% |
| 30D | +9.3% | -2.6% | +12.0% | +10.7% |
| 3M | -7.0% | -9.4% | +2.4% | -2.1% |
| 6M | +32.0% | +2.7% | +29.3% | +27.8% |
| YTD | +5.0% | +6.8% | -1.7% | -1.1% |
| 1Y | +13.6% | +12.4% | +1.2% | +2.8% |
| All | +70.9% | +99.0% | -28.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 3y: compounded portfolio wealth divided by compounded HLT 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…
3y analysis · Full analysis span regression · 6 months rolling