-15.2%
QCOM vs HST
+22.9%
-38.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.7% | -3.8% | -5.9% |
| 7D | -15.5% | -4.2% | -11.3% | -12.7% |
| 30D | -13.4% | +9.6% | -23.0% | -15.2% |
| 3M | 0.0% | -1.1% | +1.2% | +0.7% |
| 6M | -15.2% | +21.1% | -36.3% | -19.3% |
| All | -15.2% | +22.9% | -38.1% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling