+48.9%
QCOM vs HWM
+349.8%
-300.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | +5.5% | -1.8% | +7.3% | +6.1% |
| 30D | -1.1% | -2.7% | +1.6% | -0.5% |
| 3M | +7.6% | -22.7% | +30.3% | +16.7% |
| 6M | -20.1% | -18.9% | -1.1% | -15.2% |
| YTD | +3.0% | +7.1% | -4.0% | -3.2% |
| 1Y | +3.2% | +4.7% | -1.4% | -2.2% |
| 3Y | +48.9% | +345.6% | -296.7% | -20.5% |
| All | +48.9% | +349.8% | -300.9% | -20.5% |
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