+11.2%
QCOM vs HUT
-31.8%
+42.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.6% | -9.1% | +3.6% |
| 7D | +0.4% | -11.4% | +11.7% | +1.1% |
| 30D | -6.6% | -41.0% | +34.4% | -0.9% |
| 3M | +3.7% | -41.9% | +45.6% | +9.4% |
| 6M | -13.3% | -51.7% | +38.4% | -7.5% |
| YTD | -1.8% | +14.6% | -16.4% | -8.7% |
| 1Y | -2.5% | +21.4% | -23.9% | -11.4% |
| 3Y | +47.0% | +359.8% | -312.9% | -4.0% |
| All | +11.2% | -31.8% | +42.9% | -9.7% |
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 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