+245.8%
QCOM vs HPQ
+164.1%
+81.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.9% |
| 7D | +2.0% | -3.2% | +5.2% | +3.5% |
| 30D | +1.2% | -3.0% | +4.3% | +2.5% |
| 3M | +9.1% | +0.6% | +8.5% | +6.9% |
| 6M | -25.0% | +36.6% | -61.6% | -38.2% |
| YTD | +4.8% | +35.0% | -30.2% | -13.9% |
| 1Y | +3.6% | +23.1% | -19.5% | -11.2% |
| 3Y | +51.5% | +18.6% | +32.8% | +28.4% |
| 5Y | +19.7% | +10.3% | +9.4% | +4.2% |
| 10Y | +245.8% | +157.1% | +88.8% | +97.4% |
| All | +245.8% | +164.1% | +81.7% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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