+231.8%
QCOM vs HUT
+194.0%
+37.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.6% | -9.1% | +4.2% |
| 7D | +0.4% | -11.4% | +11.7% | +0.9% |
| 30D | -6.6% | -41.0% | +34.4% | -2.7% |
| 3M | +3.7% | -41.9% | +45.6% | +7.6% |
| 6M | -13.3% | -51.7% | +38.4% | -9.3% |
| YTD | -1.8% | +14.6% | -16.4% | -6.2% |
| 1Y | -2.5% | +21.4% | -23.9% | -8.1% |
| 3Y | +47.0% | +359.8% | -312.9% | +14.2% |
| 5Y | +13.1% | -27.5% | +40.6% | -8.3% |
| All | +231.8% | +194.0% | +37.8% | +102.4% |
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