+214.4%
QCOM vs HUT
+156.6%
+57.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.1% | -3.4% | -8.9% |
| 7D | -15.5% | -30.8% | +15.4% | -13.0% |
| 30D | -13.4% | -50.2% | +36.8% | -8.4% |
| 3M | 0.0% | -50.5% | +50.5% | +5.3% |
| 6M | -15.2% | -42.9% | +27.7% | -12.9% |
| YTD | -6.9% | 0.0% | -6.9% | -9.9% |
| 1Y | -11.0% | -2.2% | -8.7% | -14.4% |
| 3Y | +39.8% | +289.4% | -249.7% | +10.2% |
| 5Y | +7.2% | -36.7% | +43.9% | -12.0% |
| All | +214.4% | +156.6% | +57.8% | +94.2% |
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