+548.5%
QCOM vs HYG
+148.8%
+399.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +4.3% | -0.4% | +4.6% | +4.8% |
| 30D | -0.1% | +0.7% | -0.8% | -0.8% |
| 3M | +5.2% | -2.1% | +7.3% | +8.5% |
| 6M | -18.4% | -0.8% | -17.5% | -17.0% |
| YTD | +2.4% | +0.3% | +2.1% | +2.9% |
| 1Y | +0.9% | +1.8% | -0.9% | -0.5% |
| 3Y | +48.4% | +24.1% | +24.3% | +15.7% |
| 5Y | +16.6% | +17.7% | -1.2% | -0.7% |
| 10Y | +237.8% | +56.8% | +181.0% | +122.9% |
| All | +548.5% | +148.8% | +399.7% | +187.8% |
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