+248.0%
QCOM vs HUT
+217.0%
+31.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +5.5% | -10.9% | +16.5% | +6.2% |
| 30D | -1.1% | -32.6% | +31.5% | +1.8% |
| 3M | +7.6% | -33.7% | +41.3% | +10.3% |
| 6M | -20.1% | -42.3% | +22.3% | -17.6% |
| YTD | +3.0% | +23.6% | -20.5% | -2.2% |
| 1Y | +3.2% | +20.4% | -17.1% | -2.6% |
| 3Y | +48.9% | +423.2% | -374.4% | +14.4% |
| 5Y | +21.1% | -19.4% | +40.5% | -2.7% |
| All | +248.0% | +217.0% | +31.1% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling