+563.9%
QCOM vs HYG
+150.1%
+413.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.5% |
| 7D | +2.0% | -0.2% | +2.2% | +2.3% |
| 30D | +1.2% | +0.6% | +0.6% | +0.6% |
| 3M | +9.1% | -1.2% | +10.4% | +11.2% |
| 6M | -25.0% | -0.4% | -24.6% | -24.2% |
| YTD | +4.8% | +0.8% | +4.0% | +4.6% |
| 1Y | +3.6% | +1.7% | +1.9% | +2.2% |
| 3Y | +51.5% | +24.7% | +26.8% | +17.4% |
| 5Y | +19.7% | +18.4% | +1.3% | +1.2% |
| 10Y | +245.8% | +57.6% | +188.2% | +126.6% |
| All | +563.9% | +150.1% | +413.8% | +192.6% |
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