+70.4%
QCOM vs HYG
+26.3%
+44.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +2.0% |
| 7D | +4.4% | -0.2% | +4.5% | +5.0% |
| 30D | +9.4% | -0.1% | +9.5% | +9.7% |
| 3M | -13.7% | +0.7% | -14.3% | -15.4% |
| 6M | +28.9% | +1.5% | +27.4% | +23.6% |
| YTD | +4.7% | +1.9% | +2.8% | -0.8% |
| 1Y | +13.5% | +3.7% | +9.8% | +1.6% |
| All | +70.4% | +26.3% | +44.1% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling