+36.2%
QCOM vs HUT
+102.6%
-66.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.4% | -3.2% | +2.4% |
| 7D | +5.1% | +28.3% | -23.2% | +1.7% |
| 30D | +4.3% | +12.3% | -8.0% | +2.3% |
| 3M | -19.6% | -16.8% | -2.8% | -18.8% |
| 6M | +29.5% | +111.4% | -81.9% | +14.4% |
| YTD | +3.4% | +116.6% | -113.2% | -10.0% |
| 1Y | +10.9% | +290.5% | -279.6% | -12.9% |
| 3Y | +74.8% | +792.3% | -717.5% | +7.7% |
| 5Y | +36.2% | +94.1% | -57.9% | -12.1% |
| All | +36.2% | +102.6% | -66.4% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling