+251.9%
QCOM vs HON
+154.9%
+97.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +1.6% |
| 7D | +13.0% | +3.6% | +9.5% | +10.4% |
| 30D | +0.2% | +7.8% | -7.6% | -4.4% |
| 3M | +9.2% | -4.8% | +14.0% | +12.9% |
| 6M | -15.0% | -1.7% | -13.3% | -14.7% |
| YTD | +5.2% | +10.7% | -5.5% | -3.2% |
| 1Y | +2.4% | +7.8% | -5.4% | -4.1% |
| 3Y | +52.0% | +28.1% | +23.9% | +24.2% |
| 5Y | +19.7% | +12.2% | +7.6% | +6.7% |
| All | +251.9% | +154.9% | +97.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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