+14.6%
QCOM vs HST
+77.0%
-62.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.1% |
| 7D | +5.8% | -1.1% | +6.9% | +6.8% |
| 30D | -2.3% | +11.6% | -13.9% | -7.8% |
| 3M | +2.7% | +9.5% | -6.8% | -2.1% |
| 6M | -21.0% | +18.9% | -39.9% | -28.6% |
| YTD | +1.8% | +51.0% | -49.2% | -19.6% |
| 1Y | +2.4% | +53.0% | -50.5% | -19.9% |
| 3Y | +52.1% | +87.5% | -35.4% | +3.4% |
| 5Y | +14.6% | +76.7% | -62.0% | -21.6% |
| All | +14.6% | +77.0% | -62.3% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling