+2.3%
QCOM vs HUT
-2.9%
+5.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -23.2% | +28.6% | +7.8% |
| 7D | -5.3% | -29.5% | +24.2% | -2.2% |
| 30D | -4.2% | -45.2% | +41.0% | +1.5% |
| 3M | +7.0% | -51.6% | +58.7% | +14.4% |
| 6M | +3.8% | -37.3% | +41.1% | +7.1% |
| YTD | +2.8% | +6.5% | -3.7% | +1.2% |
| 1Y | +2.3% | +1.7% | +0.6% | +1.2% |
| All | +2.3% | -2.9% | +5.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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