+50,186.6%
QCOM vs HST
+2,877.0%
+47,309.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | -1.0% | +4.4% | +3.6% |
| 30D | +7.7% | -12.3% | +20.0% | +11.7% |
| 3M | -30.1% | -6.4% | -23.7% | -28.8% |
| 6M | +22.8% | +15.0% | +7.8% | +17.7% |
| YTD | +0.2% | +30.5% | -30.3% | -7.5% |
| 1Y | +7.9% | +35.7% | -27.8% | -1.7% |
| 3Y | +55.8% | +68.4% | -12.6% | +33.4% |
| 5Y | +30.1% | +73.1% | -43.1% | +10.0% |
| 10Y | +248.9% | +92.7% | +156.2% | +170.1% |
| All | +50,186.6% | +2,877.0% | +47,309.6% | +17,886.6% |
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 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