-11.0%
QCOM vs HYG
+1.2%
-12.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.3% | -9.2% | -7.9% |
| 7D | -15.5% | -0.4% | -15.1% | -13.5% |
| 30D | -13.4% | 0.0% | -13.4% | -13.0% |
| 3M | 0.0% | -2.3% | +2.3% | +12.4% |
| 6M | -15.2% | -1.3% | -13.9% | -8.1% |
| YTD | -6.9% | -0.3% | -6.7% | -0.8% |
| 1Y | -11.0% | +1.2% | -12.2% | -10.4% |
| All | -11.0% | +1.2% | -12.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling