+7.9%
QCOM vs HST
+38.1%
-30.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | -1.0% | +4.4% | +3.7% |
| 30D | +7.7% | -12.3% | +20.0% | +13.4% |
| 3M | -30.1% | -6.4% | -23.7% | -28.7% |
| 6M | +22.8% | +15.0% | +7.8% | +13.7% |
| YTD | +0.2% | +30.5% | -30.3% | -11.1% |
| 1Y | +7.9% | +35.7% | -27.8% | -8.2% |
| All | +7.9% | +38.1% | -30.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling