+238.4%
QCOM vs HUT
+422.3%
-183.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.5% |
| 7D | +3.3% | +17.8% | -14.5% | +1.8% |
| 30D | +7.7% | +0.8% | +6.9% | +7.3% |
| 3M | -30.1% | -26.8% | -3.3% | -28.7% |
| 6M | +22.8% | +72.6% | -49.7% | +14.9% |
| YTD | +0.2% | +103.6% | -103.4% | -8.3% |
| 1Y | +7.9% | +265.3% | -257.4% | -7.6% |
| 3Y | +55.8% | +689.4% | -633.6% | +15.9% |
| 5Y | +30.1% | +75.3% | -45.3% | -1.0% |
| All | +238.4% | +422.3% | -183.9% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling