+2.0%
QCOM vs HUT
+21.4%
-19.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +2.7% |
| 7D | +5.8% | +3.7% | +2.1% | +4.3% |
| 30D | -2.3% | -32.3% | +30.0% | +1.1% |
| 3M | +2.7% | -35.6% | +38.3% | +6.1% |
| 6M | -21.0% | -42.1% | +21.1% | -17.7% |
| YTD | +1.8% | +24.1% | -22.3% | -1.4% |
| All | +2.0% | +21.4% | -19.4% | -0.7% |
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