+36.2%
QCOM vs HPQ
+30.6%
+5.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.5% | +7.7% | +5.4% |
| 7D | +5.1% | -0.5% | +5.5% | +5.1% |
| 30D | +4.3% | +3.7% | +0.5% | +1.6% |
| 3M | -19.6% | +24.3% | -43.9% | -29.2% |
| 6M | +29.5% | +64.8% | -35.3% | -5.1% |
| YTD | +3.4% | +43.9% | -40.5% | -18.4% |
| 1Y | +10.9% | +11.7% | -0.7% | +0.4% |
| 3Y | +74.8% | +19.7% | +55.1% | +45.0% |
| 5Y | +36.2% | +32.2% | +4.0% | +13.3% |
| All | +36.2% | +30.6% | +5.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling