+263.7%
QCOM vs HRB
+213.0%
+50.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.6% | +4.6% |
| 7D | +5.1% | -9.1% | +14.1% | +7.1% |
| 30D | +4.3% | +0.3% | +4.0% | +3.6% |
| 3M | -19.6% | +23.4% | -43.0% | -24.4% |
| 6M | +29.5% | +45.1% | -15.7% | +15.5% |
| YTD | +3.4% | +8.9% | -5.5% | -0.9% |
| 1Y | +10.9% | -7.9% | +18.8% | +10.7% |
| 3Y | +74.8% | +27.9% | +46.8% | +55.5% |
| 5Y | +36.2% | +108.3% | -72.1% | +3.6% |
| 10Y | +263.7% | +208.4% | +55.3% | +132.6% |
| All | +263.7% | +213.0% | +50.8% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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