+48.4%
QCOM vs HUM
-5.3%
+53.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -2.7% |
| 7D | +4.3% | +3.7% | +0.5% | +4.1% |
| 30D | -0.1% | +5.5% | -5.6% | -0.3% |
| 3M | +5.2% | +17.1% | -11.9% | +4.5% |
| 6M | -18.4% | +48.3% | -66.6% | -19.5% |
| YTD | +2.4% | +77.4% | -75.0% | -0.2% |
| 1Y | +0.9% | +92.6% | -91.7% | -2.1% |
| 3Y | +48.4% | -6.1% | +54.5% | +29.6% |
| All | +48.4% | -5.3% | +53.7% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling