+254.1%
QCOM vs HUT
+240.9%
+13.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.6% | -5.8% | +1.1% |
| 7D | +2.0% | +24.8% | -22.8% | -0.1% |
| 30D | +1.2% | -28.4% | +29.6% | +3.6% |
| 3M | +9.1% | -31.2% | +40.4% | +11.5% |
| 6M | -25.0% | -40.2% | +15.3% | -23.0% |
| YTD | +4.8% | +32.9% | -28.1% | -1.2% |
| 1Y | +3.6% | +39.1% | -35.5% | -3.5% |
| 3Y | +51.5% | +462.8% | -411.3% | +15.6% |
| 5Y | +19.7% | -13.9% | +33.6% | -4.4% |
| All | +254.1% | +240.9% | +13.2% | +113.1% |
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