+19.7%
QCOM vs HWM
+603.8%
-584.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.7% |
| 7D | +2.0% | +5.0% | -3.0% | -0.1% |
| 30D | +1.2% | +1.5% | -0.3% | +0.1% |
| 3M | +9.1% | -20.3% | +29.5% | +19.8% |
| 6M | -25.0% | -18.0% | -7.0% | -19.2% |
| YTD | +4.8% | +9.5% | -4.7% | -4.5% |
| 1Y | +3.6% | +7.5% | -3.9% | -4.8% |
| 3Y | +51.5% | +355.7% | -304.2% | -45.9% |
| 5Y | +19.7% | +610.2% | -590.5% | -68.6% |
| All | +19.7% | +603.8% | -584.1% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling