+216.5%
QCOM vs HST
+142.8%
+73.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.7% |
| 30D | -6.6% | +10.7% | -17.3% | -10.1% |
| 3M | +3.7% | +6.3% | -2.6% | +1.4% |
| 6M | -13.3% | +19.0% | -32.3% | -19.3% |
| YTD | -1.8% | +47.0% | -48.8% | -16.0% |
| 1Y | -2.5% | +53.4% | -56.0% | -18.2% |
| 3Y | +47.0% | +78.0% | -31.0% | +15.5% |
| 5Y | +13.1% | +71.7% | -58.6% | -10.8% |
| All | +216.5% | +142.8% | +73.6% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling