+554.6%
QCOM vs HYG
+153.4%
+401.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | +5.1% | 0.0% | +5.0% | +5.0% |
| 30D | +4.3% | -0.1% | +4.3% | +4.4% |
| 3M | -19.6% | +1.0% | -20.6% | -20.5% |
| 6M | +29.5% | +2.3% | +27.2% | +26.2% |
| YTD | +3.4% | +2.1% | +1.2% | +1.1% |
| 1Y | +10.9% | +3.8% | +7.1% | +6.4% |
| 3Y | +74.8% | +26.7% | +48.1% | +32.5% |
| 5Y | +36.2% | +19.3% | +16.9% | +13.7% |
| 10Y | +263.7% | +55.3% | +208.5% | +140.0% |
| All | +554.6% | +153.4% | +401.2% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling