+223.4%
QCOM vs HWM
+1,494.1%
-1,270.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.3% | -2.1% | +5.4% | +3.8% |
| 30D | +7.7% | -11.0% | +18.7% | +11.6% |
| 3M | -30.1% | +4.0% | -34.1% | -31.4% |
| 6M | +22.8% | -0.2% | +23.1% | +21.8% |
| YTD | +0.2% | +26.7% | -26.5% | -8.8% |
| 1Y | +7.9% | +44.7% | -36.9% | -6.4% |
| 3Y | +55.8% | +426.1% | -370.3% | -14.0% |
| 5Y | +30.1% | +738.5% | -708.4% | -37.7% |
| All | +223.4% | +1,494.1% | -1,270.7% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling