+251.9%
QCOM vs HWM
+1,503.5%
-1,251.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +13.0% | +11.1% | +1.9% | +9.1% |
| 30D | +0.2% | +3.0% | -2.8% | -1.1% |
| 3M | +9.2% | -20.7% | +29.9% | +16.8% |
| 6M | -15.0% | -17.2% | +2.2% | -10.7% |
| YTD | +5.2% | +9.1% | -3.9% | -0.2% |
| 1Y | +2.4% | +9.0% | -6.7% | -3.0% |
| 3Y | +52.0% | +353.8% | -301.9% | -12.9% |
| 5Y | +19.7% | +608.0% | -588.3% | -40.1% |
| All | +251.9% | +1,503.5% | -1,251.6% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling