+46,613.4%
QCOM vs HST
+3,255.3%
+43,358.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.7% | -3.8% | -7.8% |
| 7D | -15.5% | -4.2% | -11.3% | -14.3% |
| 30D | -13.4% | +9.6% | -23.0% | -15.5% |
| 3M | 0.0% | -1.1% | +1.2% | +0.4% |
| 6M | -15.2% | +21.1% | -36.3% | -19.8% |
| YTD | -6.9% | +47.1% | -54.0% | -16.8% |
| 1Y | -11.0% | +64.0% | -75.0% | -23.1% |
| 3Y | +39.8% | +77.1% | -37.4% | +18.1% |
| 5Y | +7.2% | +71.8% | -64.6% | -9.2% |
| 10Y | +207.7% | +146.3% | +61.4% | +123.4% |
| All | +46,613.4% | +3,255.3% | +43,358.2% | +16,074.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling