+281.8%
QCOM vs HON
+136.6%
+145.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.4% |
| 7D | +4.4% | -0.6% | +4.9% | +4.7% |
| 30D | +9.4% | -15.4% | +24.8% | +21.6% |
| 3M | -13.7% | -9.1% | -4.5% | -8.9% |
| 6M | +28.9% | -17.1% | +46.0% | +44.3% |
| YTD | +4.7% | +1.5% | +3.2% | +1.9% |
| 1Y | +13.5% | -1.3% | +14.8% | +12.2% |
| 3Y | +77.1% | +19.5% | +57.5% | +51.6% |
| 5Y | +38.9% | +3.1% | +35.8% | +30.9% |
| 10Y | +281.8% | +138.4% | +143.4% | +136.5% |
| All | +281.8% | +136.6% | +145.2% | +136.5% |
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