+7.2%
QCOM vs HWM
+538.5%
-531.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.9% | -3.6% | -6.8% |
| 7D | -15.5% | -2.4% | -13.0% | -14.6% |
| 30D | -13.4% | -13.3% | -0.2% | -7.9% |
| 3M | 0.0% | -31.0% | +31.1% | +17.4% |
| 6M | -15.2% | -17.1% | +1.9% | -9.8% |
| YTD | -6.9% | -1.9% | -5.1% | -10.8% |
| 1Y | -11.0% | -2.4% | -8.5% | -14.6% |
| 3Y | +39.8% | +322.2% | -282.4% | -48.6% |
| 5Y | +7.2% | +509.8% | -502.6% | -70.3% |
| All | +7.2% | +538.5% | -531.3% | -70.3% |
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