+243.9%
QCOM vs HUT
+218.4%
+25.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +2.9% |
| 7D | +5.8% | +3.7% | +2.1% | +4.9% |
| 30D | -2.3% | -32.3% | +30.0% | +0.6% |
| 3M | +2.7% | -35.6% | +38.3% | +5.6% |
| 6M | -21.0% | -42.1% | +21.1% | -18.6% |
| YTD | +1.8% | +24.1% | -22.3% | -3.4% |
| 1Y | +2.4% | +27.9% | -25.4% | -3.9% |
| 3Y | +52.1% | +409.1% | -357.0% | +17.1% |
| 5Y | +14.6% | -25.9% | +40.6% | -7.5% |
| All | +243.9% | +218.4% | +25.5% | +108.3% |
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