+47.0%
QCOM vs HWM
+330.6%
-283.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.7% |
| 7D | +0.4% | +3.3% | -2.9% | -0.9% |
| 30D | -6.6% | -7.6% | +1.0% | -4.3% |
| 3M | +3.7% | -28.9% | +32.6% | +15.8% |
| 6M | -13.3% | -19.7% | +6.3% | -8.0% |
| YTD | -1.8% | +0.5% | -2.3% | -5.7% |
| 1Y | -2.5% | +0.3% | -2.8% | -6.5% |
| 3Y | +47.0% | +325.8% | -278.9% | -21.5% |
| All | +47.0% | +330.6% | -283.6% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling