+282.9%
QCOM vs HUM
+152.7%
+130.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.5% |
| 7D | +7.8% | +2.1% | +5.8% | +7.5% |
| 30D | +12.2% | +5.4% | +6.8% | +11.1% |
| 3M | -9.9% | +11.4% | -21.3% | -11.7% |
| 6M | +36.9% | +141.5% | -104.6% | +15.0% |
| YTD | +8.0% | +61.2% | -53.1% | -2.6% |
| 1Y | +15.0% | +49.2% | -34.1% | +4.7% |
| 3Y | +75.8% | -9.0% | +84.9% | +72.8% |
| 5Y | +42.2% | +7.2% | +35.0% | +29.3% |
| All | +282.9% | +152.7% | +130.2% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling