+13.6%
QCOM vs HUM
+50.6%
-37.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.9% | -1.4% | +6.4% | +5.0% |
| 30D | +9.3% | +7.5% | +1.8% | +9.0% |
| 3M | -7.0% | +10.2% | -17.2% | -7.2% |
| 6M | +32.0% | +132.5% | -100.5% | +24.0% |
| YTD | +5.0% | +57.6% | -52.6% | +2.7% |
| 1Y | +13.6% | +48.6% | -35.0% | +11.4% |
| All | +13.6% | +50.6% | -37.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling