+11.2%
QCOM vs HST
+71.5%
-60.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +0.4% | -2.7% | +3.1% | +2.2% |
| 30D | -6.6% | +10.7% | -17.3% | -11.4% |
| 3M | +3.7% | +6.3% | -2.6% | +0.5% |
| 6M | -13.3% | +19.0% | -32.3% | -21.6% |
| YTD | -1.8% | +47.0% | -48.8% | -21.3% |
| 1Y | -2.5% | +53.4% | -56.0% | -24.0% |
| 3Y | +47.0% | +78.0% | -31.0% | +2.8% |
| All | +11.2% | +71.5% | -60.3% | -22.6% |
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